If you expect internet explorer to work, you are GOING to have to have at least shdocvw,shlwapi set native,builtin. That way they are not required, but if IE is installed and those DLLs exist, you will need to use the native versions. I really can't imagine ANY way we could create a builtin version of those two dll's which will work with -all- internet explorer versions, as the DLL's change horribly between revisions and even service packs. I think urlmon suffers from the same fate, but I'm not certain.
Hmm, you means that shlwapi and ..., works only with one version of ie? Good, it shouldn't be a problem then, we should support then only 1 version, and should try adjust this libraries to that version. Maybe that i haven't taken the point hmm..
Regards, Carlos.