If your target machine is Win '98, I believe there are documented issues with certain CR runtime files not installing correctly. There are certain DLLs that need to be installed/registered by hand. I don't think this necessarily happens on every machine - it depends on the version of existing DLLs on the target Win '98 machine.
I ran into this earlier in the year, and found the information on Business Object's technical site. If I can track down the URL for it, I'll send it to you. But either way, you do need to create a deployment project like the one described in the first URL that I sent you in my last message.
Kevin