Make a lightweight DLL

Hi experts,
I'm making a DLL with Visual C++ 2010 on Win32.
The thing is that I have to distribute this DLL so everyone could be able to download it over the internet and then copy it to someplace in his hard drive (later this DLL will by used by a JAVA applet).

So, as you can imagine I need this library to be as lightweight as possible. The compiled library weights 40KB. But to make it work, the user must have installed Visual C++ Redistributable 2010, which weights about 5MB.

So, the question is: Can I pack everything in a single file, or include just the files that I need?? I mean, generate a single DLL with everything it needs inside it.

I hope you can help me ASAP.
Sorry for my poor English.
Best regards,
Jorge.

You need to built the dll with CRT statically linked, i.e. use /MT instead of /MD.

Yes, I did that and worked.
Thank you for your answer, you've been a great help.

Best regards, Jorge.