Pre-processed languages?  Is this sort of like rubbery cheese?
I know about interpereted languages and compiled language - but not sure about "pre-processed".  Java is interpreted (OK, there is some pre-processing!).  BASIC is another interpreted language.
C/C++ are compiled languages.  Compiled languages work faster than interpreted languages.  Logical!
As mentioned earlier - horses for courses.  personnally, if I needed to do something quick and well - then I would design in VB (or maybe Java at a pinch - uggh!).  After the prototype works - translate into C++ for speed and efficiency.
Where does this lead to?  mIRC scripting is interpreted - so any talk about compiling or translating into DLL is rather moot. 
Cheers,
DK