You don't mention going to the Source Files tab and adding your top-level VI. If you have dynamic VIs called in your program, you have to add those separately as well. There's an on-line help topic called Building a Stand-alone Application that walks you through the process of building an exe with all of the necessary files. If this isn't your problem, please post back with further details such as the name of the VI you're being prompted for and the nature of your application.
Also, in the future, try to use the LabVIEW forum for questions like this. This forum is for feedback on the discussion forums.
