pgmp.dll is missing

I have the following error message when I try to run a fortran program compiled enabling OpenMP:
“The program can’t start because pgmp.dll is missing from your computer. Try reinstalling the program to fix this problem”
I reinstalled the the program but the problem persists.
Is there any specific detail I should be careful about when I install the the software?

The dll libraries you can copy to other platforms to execute programs (e.g. foo.exe) are found in the REDIST directory. pgmp.dll is in there, and can
be copied to the directory where your executable foo.exe resides.