It is because there is a DLL that your program is missing or can't find.
In your case I believe you are missing the openCV dlls. You can find these under the "build" directory that comes with open CV. If you are using VS2010 and building to an x86 program you can locate your dlls here under "opencv\build\x86\vc10\bin". Simply copy all these files to your Debug and Release folders and it should resolve your issues.
Generally you can resolve this issue using the following procedure:
Remember that you will need to have these DLLs in the same directory as your .exe. If you copy the .exe from the Release folder to somewhere else then you will need those DLLs copied with the .exe as well. For portability I tend to try and have a test Virtual Machine with a clean install of Windows (no updates or programs installed), and I walk through the Dependencies using the Dependency Walker one by one until the program is running happily.
This is a common problem. Also see these questions:
Can't run a vc++, error code 0xc0150002
The application was unable to start (0xc0150002) with libcurl C++ Windows 7 VS 2010
0xc0150002 Error when trying to run VC++ libcurl
The application was unable to start correctly 0xc150002
The application was unable to start correctly (0*0150002) - OpenCv
Good Luck!