C# How does dll references work?

I'm developing a client application which connects with a web service, in order to do that I'm using the WebClient class and the JavaScriptSerializer class for parse the requested string as a JSON.

I had to add a reference from System.Web.Extensions.dll for make the second one work, and works great BUT if I move my exe file to other computer obviously will throw me the exception that it cannot find the dll. I tried to copy the System.Web.Extensions.dll to the bin folder of my app and add the reference again, but it seems that it's not working..

What I want to do is simple, I want to put the dll referenced with the path of my exe file and then all the time I migrate the file wherever I want the program loads the dll through the relative path..

Seriously, I don't know why Microsoft didn't make something easier to handle (such as the import of jar files in java) it's very confusing, same happened to me with the wiaaut.dll before and I had to register it in the system with regsvr..