Create EXE

Question

The nice quick response to my previous question was well appreciated.  Here is another one.

I am trying to figure out how to create an EXE file from VB2008 program.  The docs and help screen seem to totally ignore the concept (-:

Once a file is created and debugged, I know that I then use the Build.  I don't see an option to finally create the exe and don't understand the screen that asks how the end user would receive the file (by web site, by CD, etc.  I just want an exe file on the hard drive...

Maybe I am just not seeing the option to do it.