>I have my first exe built. I installed .NET Framework in the target PC and transfered the EXE and dlls in the project folder. I thought all has been set but running the EXE, it gives me this kind of error: Application Generated an Exception that could not be handled Process ID = 0x38(908), Tread ID = 0X60(96).
>
>Any idea is very much appreciated.

I've seen this when there is an unhandled exception when initializing the application (or in its main form.) Try adding a TRY/CATCH block around the call to InitializeComponent of your main form and display the exception message in a message box.

Also, make sure the version of the .NET framework in the target PC is the right one. I've seen computers that have a folder for the .NET framework but there are no files inside that folder or there are only a few (e.g. 5) files rather than the whole framework.