Ahk2exe-1 is a project mainly written in ..., it's free.
autohotkey script compiler
This is a version of the AutoIt3 compiler that has been adapted for use with AutoHotkey scripts.
AutoHoktey: see http://www.autohotkey.com
AutoIt3: See http://www.autoitscript.com
July 2010: modified to allow wildcards in #include directives. see: http://www.autohotkey.com/forum/viewtopic.php?p=367862