You need to use Import Reconstructor to rebuild the headers etc.
hxxp://www.grinders.withernsea.com/tools/imprec_v1.6_final.rar
Now once you have dumped the file from olly (save it has unpacked or whatever just don't have it the exact same name as the programs), now load up imprec, and choose the program from the dropdown list that is running in Olly, now where it says OEP, enter the OEP you found, then click IAT AutoSearch, and then click Get Imports, and finally click Fix Dump and select the file that you dumped in olly (e.g. unpacked.exe).

Hope that helps.