[SDL] Embed SDL.dll in the .exe

[neil at cloudsprinter.com]

> so i strongly vote for static linking!

i totally agree, why cant a computer program just come as one single file you
can load from anywhere on any box with it's os.

all this installer business, drag and drop then load!

i am much heated about the way everything has to be 10 times more complicated
than it should be and no-one can give a real explanation why other than it is.