Hey, found out a little something about the BGE Runtimes. It seems if you make a runtime and don’t have the necessary DLL’s in the same folder, the runtime will say that there was an error and you must press ‘OK’ to exit the application. Basically, the application crashes. Just put in the game’s folder the DLL’s that are in the Blender folder. Put them all in unless someone here says which are DLL’s necessary for the application to run… Besides, the more DLL’s in a game’s folder, the more professional it looks! 
- Joeman16