C# application without .NET

Question

Hi..
I have some questions regarding C#.
I was doing an application that plays video by using the Media Player SDK. By the way, I am using Visual C# 2005.
After doing the application, it works on my computer. But when I try to use it in another computer, it doesnt work..

There are 2 reasons which causes it not to work and the reasons are:
1) I forgot to copy the AxInterop.WMPLib.dll file needed for the program to work.
2) the other computer doesn't have .NET 2.0 installed.

My questions are
1) When i want to transfer the program into another computer, i copy the 1 file from the bin\debug folder.And because i only copy one file (program file) and not the other files such as .dll files, the program doesn't work. Is there any way to maybe ganerate all the files the program needs into one file so that I only transfer 1 file into another computer instead of a folder with several files..?

2) If I use Visual C# 2005 to write my program, how can I write it in such a way that it can be used on a computer that does not have .NET 2.0..? For example, the video player application which uses AxInterop.WMPLib.dll. How can I make it in such a way that it don't neet to use .NET framework..?