added new FAQ on exe dependency

README.md

@@ -147,6 +147,10 @@ Please note that Python 2.5 is not supported anymore.
 
 Since June 2012 (#342) youtube-dl is packed as an executable zipfile, simply unzip it (might need renaming to `youtube-dl.zip` first on some systems) or clone the git repo to see the code. If you modify the code, you can run it by executing the `__main__.py` file. To recompile the executable, run `make compile`.
 
+### The exe throws a *Runtime error from Visual C++*
+
+To run the exe you need to install first the [Microsoft Visual C++ 2008 Redistributable Package](http://www.microsoft.com/en-us/download/details.aspx?id=29).
+
 # COPYRIGHT
 
 youtube-dl is released into the public domain by the copyright holders.