Problem with setting up SFML

[Krofna]

I used the sample program to test if I set up SFML propertly, and it compiled and linked propertly. But when I start the program I get error 'This application has failed to start beacuse sfml-system.dll was not found. Re-installing the application may fix the problem.'
Now this is a bit confusing error beacuse I added

C:\Documents and Settings\User\Desktop\Mislav\SFML-1.6\lib

at Tools->Options->Projects and Solutions->VC++ Directories

I'm using Visual C++ 2008 Express Edition on Windows XP SP2.

Help would be appreciated

Thanks in advance.

[Laurent]

The requested DLL must be copied to the same directory as the executable.

This is written in the tutorial...