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
Not quite sure that there is much you can do besides painstakingly rewrite the application. To ease the already burdening process, you could disassemble the .NET application using something like Reflector (into Microsoft C++), and use that as a base to start and just replace managed C++ references with native ones.
Not really a solution for .NET to native conversion, but maybe this helps: http://www.yoda.arachsys.com/csharp/faq/#framework.required
There is a project called CrossNet that parses .Net Assemblies and generates unmanaged C++ code, that can be compiled in any standard compiler.
Check out AOT (Ahead Of Time) Compilation from the Mono project. This compiles your managed project into a native exe or an elf executable (depending on which system you target) that does not need the JIT. This is the technique used to get mono apps onto the iPhone (where the JIT/Framework are not allowed) and also has the added benefits of faster startup times, lower memory usage and it makes it harder for people to decompile your code. You said you were already using Mono, so it should be compatible.
Read up about it at the mono-project.com website and at Miguel de Icaza's blog (and iPhone info).
Note that you cannot use dynamic code or generic interfaces like
interface IFoo<T> {
...
void SomeMethod ();
}
And you will have to compile the DLLs of all the libraries you use.
PS: Make sure to use "Full" AOT for your problem.
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