You know that this is only necessary when you link dynamically to the CRT? Of course, you can distribute Hello World without DLLs. And I don't think you have zero dependencies at Code::Blocks, using dynamic linkage.
But anyway, it's your decision.
By the way, what I actually meant concerning code distribution: It might be of advantage to have complete MSVC++ projects, since a big part of the C++ community uses this IDE. The less they have to setup, the more probably they will use your library. However, this doesn't imply developping on MSVC++.