Missing DLL's when running C# + CLI project in debugger

I'm trying to make a C# winforms project which is integrated with an existing vanilla C++ dynamic library, by creating a CLI dll wrapper to manipulate the unmanaged classes. I'm following the steps outlined here:

http://www.gamedev.net/reference/articles/article2526.asp

So far I'm just testing the principal with a very minimal app that just creates a CLI class, retrieves a value and sticks it in a text box. I've added a reference to the CLI dll and can build the code fine. Interestingly the code also runs fine and appears to work when I run the exe. However when I try and run the code through the debugger I get a file not found exception when trying to load a module.

The exception itself was not very informative, but I used a program called dependency walker on my exe and it reported two dll's not found. These are WER.dll and IESHIMS.dll. I gather that the later has something to do with IE8. However I've tried updating windows and repairing my IE8 installation but that file is still not there.

This is with Visual C#/C++ express editions 2008, and Windows XP SP3.

Is there anything else I can try?