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 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.