I researched this question on Google and all I got was a video from 2009. It tells me to save the file as runtime but there is not an option like that when you click the File menu. Help would be greatly appreciated.
I was only able to find a Blender 2.49b post related to this from 2010.
CTRL+ALT+U then hit addons then hit game engine then hit save as runtime, save the settings then go to file export as runtime