Programming Windows Application in Lubuntu

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http://ubuntuforums.org – I know how to create a program that records the names of the windows a user uses on Windows 7. However, I want to program it on Lubuntu, my current OS, without setting up Dev-C or the likes on a Windows XP virtual machine. I have Code::blocks installed on Lubuntu - is there a way to compile and export an .exe of the program? (I'm a decent programmer, yet I know next-to-nothing about libraries, dependencies, and the like, which is why I am asking how to create a windows executable through Code::blocks on Linux) (Hardware)