Quote: "I want my friends to be able to run it "
Remember that you have to install the appropriate version of the DirectX runtime and also the appropriate version of the Visual Studio redistributable on your friend's computer. "Appropriate version" means the one that you used to compile your program.
Quote: "You can add all your media within the VC++ IDE. This will be compiled along with the exe."
EDIT: I'm afraid it's not quite that simple. The "add as resource" command is available only in the VS professional edition, so for Express an external resource editor is needed. And then how do you make the resources loadable by Dark GDK? One tricky solution I have seen posted earlier for images, but how do you make it work for an animated model, for example? If you know a simple way for integrating media then please explain.
To put all your media into one file, TGC advertises the "smart packer" program. It creates a virtual directory system within one file and packages the media inside.