[Beginner's question] Why the exe file cannot be opened in all computers?  

I have not used VC++, but i have used Delphi to develop software. If your program is very simple, the error should not happen, unless you have coded a complex program. In order to resolve this problem, you'd better paste the error message.

Well, I'm using Microsoft Visual Studio 2005 to build web applications, and some Windows applications too. I always created a setup file for me to install the Windows application in another computer, instead of just copy the executable file over, as the application needs to run with some other dependencies.

Have you checked the correct path for the HelloWorldProject.exe? As you mentioned the file path is C:\...\HelloWorldProject\debug\HelloWorldProject.exe, it seems to be the path in your computer where you developed the project, but the path may not exist in the other computer.

The executable file may need to run with some dependency files, I suppose .NET Framework is one of the dependencies. Though Microsoft said that the applications are machine-independent, it has to install .NET Framework at least, if I am not mistaken.

Try to create a setup file and install it in the other computer, it'll help you to install the necessary dependency files too.

maybe you have to install the .net framework 2.0 on the computer which you want to run your program on

If you are using visual studio environment to develop a windows application then to run the program you must have dot net framework required that you selected when creating a new project.
Try running with .net installed or on windows vista or later. Windows vista contains .net framework inbuilt so no need for installing.

I think you are lacking the .Net framework which is mandatory for your program to run. It's just like Java, if without the dependent classes, simply won't run. In fact, keep this in mind in future if you distribute or sell your software applications. Let your users know they have to install the .Net framework before they can run your software. If possible, include the link to download or let your software determine whether .Net framework is installed, and if not, download and install automatically from Microsoft.