how can I build a stabdalone executable, one that does not need dll files

[Danielle Harvey]

I have visual c++ 5.0 professional edition and vc++ 6.0 standard edition. When I compile and
distribute a program, it doesn't work on other people's computer without a million dll files.
Is there any way of building a standalong executable, one that does not require any dll files.

Any response any one can give me will be greatly appreciated.