In VC++6 Pro, you can also link the MFC statically so that you do not have to figure out which MFC*.DLL files your program uses and export them to other machines.
To link statically (if you have VC++6 Pro), go to Project...Settings. When the property sheet comes up, it should be already on the <general> tab and then under the "Microsoft Foundation Classes" heading there is a combo box. Just select Use MFC in a Static Library from the combo box and then VC++ will add the MFC library to your .exe file. This will make your .exe larger (and maybe a little slower), but I prefer this method so that I do not have to have a setup program.

Hope this helps...
Marc