What makes an app console or Windows Form application?

[Visual Studio 2008]

I created a new project for console application and modified it to look like this:

class Program
{
    static void Main (string[] args) {
        Thread.Sleep (2000);
    }
}

Then I created another project for Windows Form application and modified it:

static class Program
{
    //[STAThread] commented this line
    static void Main (string[] args) { //Added args
        //Commented following lines
        //Application.EnableVisualStyles ();
        //Application.SetCompatibleTextRenderingDefault (false);
        //Application.Run (new Form1 ()); commented this line
        Thread.Sleep (2000);
    }
}

Now I have neither written Console functions (Console.Write etc.) in first application nor I have written forms related operations in second one. Looks identical to me.

Still first application shows BLACK window and second one doesn't show anything. What makes it work like this?