Application NOT run outside C++ Project Folder

Hello All,
First I would like to mention here that I'm really beginner into C++.
My goal was to build un application based on two forms; something simple: When the application start Form1 is show. Then using a button from Form1, open Form2 and close ( hide ) Form1.
Future more I've add to both forms: TEXT, PICTURE, AND MUSIC on background (axShockwaveFlash - hiden from propreties)
The application ( let say EXEMPLE.exe ) was build and RUN proper! BUT now I have a problem. EXEMPLE.exe is NOT runing when I copy outside of C++ Project folder. When I try to open it NOT start and I get clasic windows error "EXEMPLE.exe has encountered a problem and needs to close. We are sorry for the inconvenience."
Can somebody help me to understand what was done wrong ? The application it's linked to some file from project folder ? It's windows problem, need to be reinstalled ?
Application was build using "Microsoft Visual C++ 2005 Express Edition"
P.S. Please all the explanation to be for a beginner; with detail and maybe code if necessary. THANK YOU!

For better understanding please find below all code lines that was used to my application:
At the begining of Form1 - #include "Form2.h"
For background music - axShockwaveFlash1->Movie = "here link from youtube"
Button from Form1 which open form2 and hide Form1
Form2^ blah = gcnew Form2();
Button from Form2 which close Form2
This is a C++ forum, you are using C++/CLI (a completely different language) and you are using outdated software (VC++2005! That is really old!)
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