Mass storage problem

I made a basic fps shooter test for school. I tried to save it as a runtime. I saved it on my desktop, then I dragged it into the USB drive folder. I clicked the safely remove hardware button, then removed it. I reinserted the drive and clicked the game, and it said something along the lines of this: couldn’t find python26, or something and it wouldn’t let me open. Isnt saving it as a runtime let it work without blender? Did I do something wrong? Please help!

Did you have an blender .exe file?

Yes. It was called Juno beach test.exe
But it turned into a blend file right after it was saved. I clicked save. It was saved as an .exe, then on the desktop, I hovered my cursor over the icon, and it read Juno beach test.blend.

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Copy all the .dll into your .exe directory.

Do you need the blender player saved in the directory you are running the exe from?

It didn’t work. It said that there was an error running the application and please contact your system administrator. What do I do?

Actually I dont know your steps on saving as an exe, but I think you need to start up blender with the option “Start as Administrator”.
You can do this by going in the BlenderFoundation file and right clicking the Blender.exe.
And then save as an .exe.