Yes it has to use the framework, and not all of them are intercompatible. Removing Imports statements does nothing.

Having said that, every XP machine should have the 2.0 framework on it because it was pushed out as an automatic update years ago. The 3.0 and 3.5 frameworks were built on top of the 2.0, but the 4.0 was a different base. It appears that you have found a computer that has a fairly unusual configuration. The typical solution is to include the framework as part of the installation. If all you are doing is copying the .exe, though, that isn't really an option, since copying the .exe isn't really an installation. If that is the case, you would have to install the 2.0 framework directly.