When an EXE refers to resources, it tends to refer to BMP files in the same way. If your executable can not find the BMPs then the resources are not found.
As a simple test, add all of your BMPs to the directory where the executable is. I assume it should find them there.
I don't believe your problem has anything to do with the VFP DLLs but more to do with the files that are execluded from the project.
For instance, if you were to start with a new machine, placing your executable and the VFP DLLs on the machine correctly (without any source code) you should still generate the same error.