Building for other platforms

I am trying to find how to export my game(for testing purposes)on linux and windows…I exported and got an error…sorry I cannot remember the error, I think blender player was not found or something…anyway, I was hoping could point me to some meaningful tutorial or documentation, what is stated on the plugins’ wiki is just about useless.

Thanks for the link, I was doing the right thing, I just did not point to my blender player folder…(the blender folder itself) the last folder path in the addon(very very very bottom…)
also all my files seem to need to be linked or packed into the game as there was no sound or textures…but I think I just need to select the pack them to be included with the blend file, like the texture blocks…or is my thinking not right?