Mysterious DLL's

Coming from a console background and being more of a 3D-programmer than
a systems coder, I had a quite confusing moment today. After finishing a
large chunk of rendering code I decided to try out my code on other
machines before checking in - with the result that every machine without
visual studio installed complained about missing dlls (msvcp71.dll and
msvcr71.dll in particular). A quick search for files showed that several
programs (photoshop, etc) all include their own copies of these and
other dlls in their own directories. 

What is the sense of having a dynamically linked lib if every program
provides it's own copy? Back in the old days of my unix/linux background
I thought dll meant one image of the instruction code of the lib in
memory for multiple programs - by providing several copies of the same
library this benefit is destroyed. 

Another question I had today was if I were to distribute my program, am
I to include my own copies of the same libraries as other programs do,
or is there any common practice I missed for dealing with these dlls?

I hope these questions are not too simple - MSDN had provided me with a
wealth of information regarding everything, except answers to my
specific questions. 


many thanks,
Chris

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