Making an .exe to run application


I have the Unity.exe on my desktop, I doubleclick it and it brings up my applications and where they are located on my system. So, I choose the one that I want to work with, I open it, then click play, and I have what I have done, I am playing my game.

How can I make an executable so that people who don't have the unity engine can play my game? My intention is so they can't see the code and completely rip it off and call it theirs..I just want to show an exe that runs what I have done without subjecting my code to 'that' kind of person..

Hope you can understand, This forum has been tremendously helpful.

file->build settings.