Help with making .rmxproj an .exe

[patmi]

Hello.
Can anybody please tell me about some way how to make the RMXP project an .exe file?
Can someone please post here some link to a program or something.
THANX

[Qig]

File -> Compress game data

[patmi]

Hello.
Can anybody please tell me about some way how to make the RMXP project an .exe file?
Can someone please post here some link to a program or something.
THANX

I know this,but it did not make the .exe file. It make an file itself with no installing menu. I need the instalation menu with the .exe file.