World: r3wp

I think that the following package installs the msvcr71.dll file: 
http://www.microsoft.com/download/en/details.aspx?id=5638

You are right, giving a link is better than including the whole dll.

What do you think about making a setup package for Windows? Including 
that dll and some configuration options during the setup, service 
mode default, etc.
If do you think its worth to do, I can do it.

One of Cheyenne's selling point is: no installation required :-)

@Endo, you can do it, and Doc can link to it :)