From memory I can't remember what this is called or how it'd done. But I'm trying to figure out how I can pack the DLL files into the exe. I know it'll make the file a lot bigger. I just can't remember for the life of me how to do it.
If you are in DIRE need of statically linking a DLL to your program I imagine you could copy the functions one by one from the DLL, modify the section information in your program to accomodate the extra code.
Next you would need to remove the IAT for that specific DLL from your program. Then change all JMPs in your code that rely on the IAT addresses to instead JMP to the newly pasted code offsets.
I have never taken the time to try this out or verify it. Good luck if you do decide to try this.