"Microsoft.mshtml": Installation Problem, File or assembly name Microsoft.mshtml, or one of its dependencies, was not found

I wrote a c# application with Visual Studio 2003 and it uses InternetExplorer automation. For that, I reference Microsoft.mshtml in my project. On the development machine everything works well, but when I install it on another machine, i get the follwing error:

System.IO.FileNotFoundException: File or assembly name Microsoft.mshtml, or one of its dependencies, was not found. File name: "Microsoft.mshtml"

I also added a setup project to my solution, and Microsoft.mshtml.dll does show up in the Detected Dependencies. But even after installing the application with setup, the error occurs.

Any suggestions how to install the application on another machine?