what should i do with dll files?

hi
when i run my program from the IDE(code::blocks) it runs fine but when i start it from windows explorer it says the xxx.dll was not found. i know the dll files should be in system32 or the program directory.
i have read this topic: http://www.cplusplus.com/forum/beginner/39749/ that expresses exactly my problem. they have said there that i should copy the dll files in the program directory. but is this the only solutions? there are a lot of programs out there that do not have a dll file in their directory. although my program is a very tiny program written with wxWidgets libraries and it wants one of it's dlls.
i searched the web and found some subjects about linking dll files but it didn't make any sense to me.
thanks
Place the DLL in the same directory as your executable.

Wazzak
there are a lot of programs out there that do not have a dll file in their directory.

Well, that's because there are a lot of programs that don't need any DLLs besides the ones that already come with Windows.
Or when they do, their installer might place the appropriate DLLs in the system directory or in another directory found in PATH.
thanks for your responses
just wanted to make sure i'm not doing anything wron
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