http://social.msdn.microsoft.com/forums/en-US/vcgeneral/thread/4c2bcfca-e0f0-4d27-9ad2-4cd282cc6ed0

The easiest way to do it is to copy the contents of the following folders to your program folder (the same folder you have your debug executable in)

For Visual C++ 2005:

C:program filesMicrosoft Visual Studio 8VCredistDebug_NonRedistx86

For Visual C++ 2008:

C:program filesMicrosoft Visual Studio 9.0VCredistDebug_NonRedistx86

if using the VC/MFC Feature Pack for VC++ 2008 you must also define the following two defines near the top of your stdafx.h:

#define _BIND_TO_CURRENT_MFC_VERSION 1

#define _BIND_TO_CURRENT_CRT_VERSION 1

And:
http://msdn.microsoft.com/en-us/library/aa985618.aspx