Linux application not working on Windows
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About dlls. You should have proper paths in your environment variables to folders with qt dlls or you can simply copy them into folder with exe-file.
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You can find the missings dlls in C:\Qt\2010.04\qt\bin (if you have the 2010.04 version, the laste stable release), add this in your PATH enviroment variable or copy the dlls in the application folder, in this folder you can find, for example, QtCore4.dll and QtCored4.dll, the first is for application compiled in release mode and the second for debug mode
(C:\Qt\2010.04\qt\bin is the default installation folder)
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All the dlls are in C:\Qt\2010.04\qt\bin\ and pay special attention in qt\ because you is easy to confuse with C:\Qt\2010.04\bin\
about write permissions I see that problem when you try to compile your application whit the application running, may be some parts of your application are "running" try restarting, sometimes the solutions is change the compilation mode between debug and release try this to
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mingwm10.dll is library from mingw. You can find it in mingw distribution in Qt SDK. Don't remember the path, but it is there.
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What is the filename? Which path are you trying to write into? IIRC windows by default uses the directory the application is installed into as working directory instead of the home directory.
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I am not sure, I currently do not have access to a windows box right now. It might actually be OK... Windows did get more secure since I last tried it:-)
What does your "My Documents" directory return for isWritable? Can you create files in C:\Users\UserName, preferably using the command line? The windows explorer has special logic to request extended permissions, so its results may not be relevant.