Help me choose a C++ compiler to work with Python

[rhmd]

Just found Python and I love it.  What an elegant language!
   I would like to use it for various applications, but the
mathematical calculations are way too slow (a million sines 8 seconds
in Python vs. 2 seconds in Excel VBA), so was thinking of learning
enough C++ to do the number crunching in C++ and integrating the C++
routines with Python.  My question:
   My question:
   Which compiler works best with Python?
I use Windows XP and 98.  Have very little experience with C++.  Am
doing statistical and other simulations that require billions of
calculations (taking 1 to 2 hours in Excel VBA).  GCC is free, MS
C++.Net is affordable at <$100 but supposedly has problems until the
next version (and I could only use it on my XP machine), older
versions of MS C++ are no longer for sale.  What's the most robust
solution?  I would also like to make .dll files that I can plug into
MS Excel.
   Sorry for the vagueness of this question, but I'm sure many of you
have experience with this and any information, opinions, and even
prejudices about the various compilers are welcome.
   Thanks.