How to create executable file

Hi all, i am new in modeling with Blender and in modeling as well, can someone explain me how to create .exe file in blender, I search web for some help and i found something, you must put some dll files from blender file to your project file, but this does not work for me, i think this is becouse i am useing win vista x64 and in Blender x64 is not all the dll files as i saw in help on web, some dll files is on x32 Blender version only. Any help will be great for me.

your 64 exe will only work in 64 systems, most probably?!