Combine third party DLL into a standalone EXE

I have a third party DLL which I am using to write a program in C++. How do I setup Visual Studio 2005 to create a single EXE (MFC, not .Net), rather than having the DLL as a separate component?

Are there specific requirements of the thrid party DLL to enable it?
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I think it is no possible. You may have a single setup.exe (at minimimal a self-extracting zip)
ascendinternetAuthor Commented:
The third party supplier has offered to do "a 'static' version of the dll, exporting functions through a header file" - will this enable us to create a standalone EXE? If so, what would I need to do in Visual Studio 2005 to make it generate a single EXE?
Yes, you a need a static library. Be sure it was compiled with Visual Studio 2005: I'm not sure if you can link a library developed with VS2003 or VS2008.
If you have the static library you must simply add it as input for the linker.
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ascendinternetAuthor Commented:
>If you have the static library you must simply add it as input for the linker.
Sorry, but it's a long time since I've seriously worked with C++ - can you tell me how I do that please!
I've VS2003, but it should be the same in VS2005...

1. Open project properties dialog
2. Select "Linker" item
3. Select "Input" sub item
4. add the .lib file (the static library) to the "additional dependencies" field

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>>>> can you tell me how I do that please!
If you have a static library you simply can add it to the project tree (right-click the project in the tree, add existing item ..., locate your library).

This and the method alb66 had recommended were equivalent.
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