Following the guide from Microsoft, http://msdn.microsoft.com/en-us/library/ee872121(VS.85).aspx , I am able to get my program to be able to make a program resolve the dynamic libraries that are required in order for it to work.
So I add a value with the full name and path to my executable, and add subkey to this entry (named path) with the full path the directory of the DLL files.
And magic. It works. I go the start menu, and types myprogram.exe and it starts up and is now able to locate the dll files correctly.
However, if I start the command prompt using the command cmd.exe, and then try to run myprogram.exe is not able to resolve the DLL's anymore. For some reason the command prompt do not seems to respect/read the values of the registry when it is set under HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\App Paths
Any suggestion to how I can get this behavior to work from within the command prompt as well as from the start menu?