See the FAQ: http://matlab.wikia.com/wiki/FAQ#My_standalone_executable_won.27t_run_on_the_target_computer._What_can_I_try.3F
One thing not on the FAQ yet, is to run the app from a console window so you can see the error. Otherwise if you just double click the icon and you get unhandled errors, everything vanishes. Below is a nice registry change that will add a "Run MS-DOS Prompt here" to your right-click context menu so that you can just right click on a folder and get a DOS window right there rather than have to CD a bunch of times. If you have windows, take this code and put it into a file called RunMSDOSPromptHere.reg and then double click on it.
REGEDIT4
[HKEY_CLASSES_ROOT\Directory\Shell\DosPrompt]
@="Run MS-DOS Prompt here"
[HKEY_CLASSES_ROOT\Directory\Shell\DosPrompt\Command]
@="Cmd /k CD \"%L\" "
Say Yes and OK and then you will be able to get a console window right at the folder you need. Then type in the name of your app and see all the stuff it spews out, including any error messages. Now they won't disappear and you can see what went wrong.
