Making a self-contained program is much more involved
than simply compiling an executable, nowadays. Most VB6
projects apply pre-written tools, ones that are not automatically included within the executable.
To successfully create a self-contained program, you
must do a two-step procedure:
1) Create an exeecutable file, via the
File|Make ....exe.
2) Exit the VB6 compiler.
3) From the START|PROGRAMS menu, go to VISUAL BASIC,
but instead again of selecting VISUAL BASIC (which
will leads you to the VB compiler), pick the other
item "VISUAL BASIC TOOLS".
4) From that menu, follow the instructions. This is the
"Packaging and Deployment Wizard" (aka, the "PAD"
wizard.) It's a long procedure, but worth knowing!