Windows needs pg.dll

I am using the Windows demo version. I can not get a static link. It needs pg.dll in order to run. Is this an artifact of the demo version or an undocumented feature?

See http://www.pgroup.com/support/win.htm#port_win_apps for infomration about
running PGI compiled windows applications on machines without the PGI compilers
installed. In addition to placing the pg.dll on the target machine, the
‘Microsoft Visual C++ 2005 Redistributable Package’ must also be installed on the
target machine.