xtom has explained the best so far. There was a final 5.8 version which most people downloaded and lots of people are still using. That is the version that creates small exes but needs that stupid SDK version of directx (over 30mb download from ms site)
Then after lots of complaints TGC released a new final 5.8 version that only needs the normal 'windows update' version of directx. This also meant back to bigger exes but at least no dll problems.
What is now evident is that lots of people are still using the old 5.8 final and have not realised there is a new 5.8 final.
Hopefully when 5.9 comes out problem will be eradicated for good.
Just compile a program with one line that forces inclusion of all the 3d dlls, such as:
backdrop on
and new version of 5.8 creates an exe over 9mb in size. old 5.8 versions will be MUCH smaller.
Boo!