Usually some dependencies from Microsoft are missing, as the others have written.
But instead of linking your application new with static MFC you can also install the Redistributable Package for the VC 2005.
The file is called 'vcredist_x86.exe'.
Download it from Microsoft
here.
This Package installs the MFC and other DLL's that are necessary to run your application on other computers than the developing machine.
The other way is to search all the DLL's needed by your application. Usually they are in the VC2005\VC\redist\x86 directory.
Put these DLL's to the same directory where your application is started from.