I'm writing a little DirectX application that I need to give to people who won't necessarily have the SDK installed. I'd like to be able to verify that the folder with the executable and DX Dlls is self-contained, but I can't seem to find a way to do this on my own machine, short of uninstalling DX every time to check. Is there any way I can either find out definitely if the DLLs that are needed are in the folder with the application? Someone I spoke to suggested statically linking the dlls, which I think means to build them into the executable. Does this seem like a reasonable idea? Can anyone offer any guidance on how to do this?

I believe the only way you can legally redistribute DirectX or the Visual Studio DLLs is to bundle the appropriate redistributable installers with your game, and run them at install time.

See: http://msdn.microsoft.com/en-us/library/ee418267%28VS.85%29.aspx for details of how to redistribute DirectX.