Poking around a bit on the wolfram web page, it seems that
  * Compiling C code requires a 3rd party compiler, otherwise it will fall 
back to mathematica byte-code
  * Mathematica will run the compiler for you, you only have to point 
Mathematica to the desired compiler.
  * this is new in Mathematica 8

See http://reference.wolfram.com/mathematica/ref/CompilationTarget.html

On Friday, November 25, 2011 7:02:38 PM UTC, rjf wrote:
>
> You can take a Mathematica program P1,  and produce a C language version 
> of it P2, and run that version P2.  Yet it does not seem to actually run P2 
> through a C compiler
>
>

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