Game exporting - Entire game

Dudes and gals! I need to know, if I may, how to do a game. I mean, I already have the scripts and other things, the .blend file is ready. But now, I have to export it into a folder or something. With an exe, textures, like a real game. I mean, if I want to show my friends a game I made in blender, like the FPS simulator, and they don’t have/want Blender, how can I export it into a GAME? I mean, real games are not files that take you in the programs they are made in, right? I got the idea when I installed Walaber’s Trampoline. So, if anyone can help me, you’re all welcome!

go here
http://en.wikibooks.org/wiki/Blender_3D:_Noob_to_Pro/Making_exe