There used to be a tutorial about this somewhere, you should be able to find it if you look.
Basically, you just need to import all the RTP graphics you use into your project (if you're unsure, just import everything). If VX is like XP, then you'll need to go into the options and turn the RTP to none. If it asks anything about the RTP when you compile the game project, just set it to not use the RTP.