As far as I know, this is the C++ Runtime Library. So it depends on the compiler you use to create your program (A new version will include some C++0x stuff, an older version will probably not for instance. It depends of the compiler and of its version).
If you use MinGW then you should use the libstdc++-6.dll found into the folder of this compiler. MinGW/bin folder should be the place to search for it on your computer.
If you copy this file in the same directory as your executable, it should be OK.