If you use static linking for all libraries you use, you should not need any DLLs. Are you sure you're not using MFC or ATL DLLs or something? Setting the runtime library to 'multithreaded' instead of 'multithreaded DLL' should do the trick for the CRT and remove any dependency on the MSVCRT DLLs.
There should be a similar setting in general properties, like "use standard windows headers".
Well, you already found the option you need to change. Right-click the project in the Solution Explorer window, Properties, C/C++, Code Generation, Runtime Library = /MTd. The resulting EXE only has a dependency on kernel32.
Dll, Windows.
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