Add post-build event to make a complete Release tool.
Copy dependent DLLs into Release directory, so that the tool can run without spare parts.
Add the Dependencies folder with dependent DLLs to project, move all 'copy' files to there, including default d3dx.ini.
Add 7za.exe as build tool.
xcopy the files to Release directory, delete .exp and .lib files as not shippable, and create a zip archive using 7Zip.