Usually when you download software, the author either includes the necessary runtime files and DLL files with the download, or assumes you have the necessary runtimes already installed.
If the case is the latter, you may be left wondering what exactly you did wrong when you receive a missing DLL message in a program you just downloaded.
The errors could be for common files such as MFC42.DLL, COMDLG32.OCX, WNASPI.DLL, VB40032.DLL or those of the more obscure variety.
Here are links to downloads for the most common DLL files and runtimes:
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