I have build an MFC application in Release mode using vs 2005 (windows XP) but when I run this exe on another PC (WInXP/Windows 7) with VS 2008 or PC without VS, it doesn't run.
I used Visual C++ redictributionpackage and . NET service pack 2.0 but it works on few machines with Windows XP and similarly doesn't work on others. Same is the case for Windows 7.
What could be the reason? is it related to MFC or redistribution packages?
All sort of suggestions are welcome.

What message do you get when you run application on another PC?

Try to build exe with "Use MFC in static DLL" option