Usually your .EXE file will be one folder deeper into your project that it needs to be if run from explorer directly instead of Visual Studio.
If you have left all of the project folder settings at their default values, when you compile your program in release mode, the .EXE file is created in the "<project name>\\Release\" folder.
What you can do, is simply copy the .EXE from the "Release" folder, one folder level lower to the "<project name>" folder and run it from there. As long as it was running and finding your media inside Visual Studio, it should find the media running it from there aswell.
The other option, is to copy your media from the "<project folder>" to the "Release" folder, but media in a project is usually alot larger than the .EXE on it's own so you may not want to do that.
If it ain't broke.... DONT FIX IT !!!