There\'s a program written entirely in C# that targets .NET Framework 2.0. Is there a way I could somehow compile (translate) managed EXE to a native one so it could be .NET
2018 Update
At Build 2018, Microsoft announced .Net Core 3.0 roadmap that support Windows desktop applications (Winform & WPF)
2017 Update
For console apps, you can use .net core Self-contained deployments (SCD). Even for a hello world app, your package will 50MB+. You still need to install VC runtime though.
Update
As @jenix's comment, .NET Native is only for Windows Store Apps(UWP). After 3 years of it's announcement, this is still true, .net native for desktop may be dropped by microsoft . So this answer is not applicable anymore.
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Microsoft Announced .NET Native Preview on Build 2014
With the .NET Native Developer Preview, apps will get deployed on end-user devices as fully self-contained natively compiled code, and will not have a dependency on the .NET Framework on the target device/machine. So, no .NET framework required on the target machine with .NET Native.
Announcing .NET Native Preview
Microsoft .NET Native