Start a Windows console application without getting a pop-up command shell.

build.cmd

echo Building with GCC for windows (http://www.gnu.org/software/gcc/)
set PATH=%PATH%;%GCCTOOLS%
pushd
cd /d %~dp0
gcc -Wl,-subsystem,windows ScriptWrapper.c -o ScriptWrapper 
popd

ScriptWrapper.c

#include <windows.h>

/*
We define WinMain to simply run the user's command line; this is nothing they
couldn't already do via Windows+Run. It is useful if you want to prevent any
console windows from appearing on the user's desktop.

We wait for the process to exit and return the exit code to the caller.

@param hInstance Not used; o/s module handle for current process.
@param hPrevInstance Not used; o/s module handle for other process.
@param lCmdLine Command line to execute.
@param nCmdShow Not used; o/s suggested window mode.
@return Exit status for the child process or -1 if the child could not be run.
*/
int APIENTRY WinMain(
  HINSTANCE hInstance,
  HINSTANCE hPrevInstance,
  LPSTR lpCmdLine,
  int nCmdShow)
{
  // Create an empty STARTUPINFO; we don't need to change any window parameters
  // because there will be no windows, so we leave this blank.
  STARTUPINFO sinfo;
  ZeroMemory(&sinfo, sizeof(STARTUPINFO));
  sinfo.cb = sizeof(STARTUPINFO);
  
  // This will be populated with information about the process being started.
  PROCESS_INFORMATION pinfo;
  ZeroMemory(&pinfo, sizeof(PROCESS_INFORMATION));
  
  int exitcode = -1;
  if (CreateProcess(
    // Setting the application name to NULL tells CreateProcess to find the
    // executable name on the command line.
    NULL,
    lpCmdLine,
    NULL, // Default process attributes is fine.
    NULL, // Default thread attributes is fine.
    FALSE, // Do not permit inherited handles; the child shouldn't need our handles.
    CREATE_NO_WINDOW, // This is what prevents the pop-up window.
    NULL, // Setting the environment to null means the child will inherit ours.
    NULL, // Setting the current directory to null means the child will use the same one as us.
    &sinfo,
    &pinfo))
  {
    // Wait "forever" for our child to wake up
    DWORD dwError = WaitForSingleObject(pinfo.hProcess, INFINITE);
    if (dwError != WAIT_OBJECT_0)
    {
      // If something interrupted our wait we abort the process
      TerminateProcess(pinfo.hProcess, 0);
    }
    else
    {
      // Get the process exit code if possible
      DWORD dwError;
      if (GetExitCodeProcess(pinfo.hProcess, &dwError))
      {
        exitcode = dwError;
      }
    }
    // Explicitly closing the handles we opened; mainly for completeness.
    CloseHandle(pinfo.hProcess);
    CloseHandle(pinfo.hThread);
  }
  
  return exitcode;
}