Why do I need to copy interop.sqldmo.dll / MyOWn.dll files with my exe, is there any wayout???

Question

My problem is that i made a small application in VB.NET that i want to run independently without setup.

 

The exe should run wherever it is pasted. but i need to copy the dll files with it everywhere in the same location as of the exe file's path to run the application. how can i make the exe independent of the Dlls to be copied every where????

 

Need an urgent reply please!!!!!