C++ used to be one of my favourite languages until I met some C++ nazis. Now Python is 1st on the podium. Though, it's the right choice for some tasks, though the following programs are not a good example of that.
Here we go.
NewsSrv
A Usenet client biased towards binaries, featuring a Web interface and advanced pattern recognition (based on Perl compatible regular expressions) to group posts together. The core is written in C++, the UI in PHP and they interface through a MySQL database. As you may guess, while these tools are present in a standard Linux installation, they represent a heavy dependency for Windows users...
The preferred way to install these dependencies on Windows would be EasyPHP.
Some screenshots:
Newsgroups configuration 
Main page 
Learn more and download from the project page on Sourceforge.
ICMPProxA hack to tunnel TCP over ICMP through a firewall. The concept is rather simple; the "server" part runs under Linux and the "client" under either Linux or Windows. Local ports on the client are mapped to arbitrary host/port. Here's a diagram of what's happening, in a typical configuration involving a HTTP proxy (the browser is configured to use localhost:8080 as a proxy):
The reason why the server can't run under Windows is that I don't know how to set a Windows box in "stealth" mode, i.e. so that the kernel doesn't reply to ICMP packets... If somebody knows how to do this, I'd like to know too...
Dependencies: libPF (if you want to build from source). You can download it from NewsSrv's project page, it's a subproject.Downloads:
XSit
A Window sitter for X. Long, long ago, I found this kind of things on the Web, but of course it ran only under Windows... As I needed something to do to learn Xlib programming (yeech), I coded this thing hastily in C. It shows a picture (stored in any format supported by Imlib) that just stays on the active window titlebar. The picture may be animated. There is also a plug-in system to do more "active" things. Definitely useless :)
Downloads: