This[
^] looks like an explanation of the problem. Apparently if you use DLLs linked with different versions of the MFC DLL and is harmless.
A couple of things to consider... Not all memory leaks are worth tracking down. Compilers for example often use a slash and burn approach to dynamic memory - they allocate it and never bother releasing it. The real problem in C++ is not necessarily the memory leaking it's that the destructor doesn't get called.
And whatever you do, in your code never write new T; without immediately assigning the result to a smart pointer of some sort. Then you'll never leak memory and all your destructors will be called.