Why "interface not support"

I have develop a three tier database application using MS SQL .It runs good
under the design stage.But i received the warning window (subject mentioned)
when I copy to the client PC and running.
However when client PC INSTALL DEPHI then the program can run. (Actually
both in server & client side I have install delphi ) I suppose I have miss
some important files, not yet copy to the client PC.
Can anyone teach me I need futher copy what files ?