There's a couple options to the function J5 mentioned. The default is to save all the VI's into a single library. However, if the person you are wanting to send this code is going to want to reuse some of your work, it can complicate the process of working with the code. Another option is to preserve the hierarchy. This saves all the vis in a root directory that you define, but inside this root directory are folders that mirror the directory structure you used when creating the code originally.
This is nice because if you send multiply libraries to a person at different times they can end up with dozens of copies of the same common VIs scattered all over their hard disk--which sooner or later becomes a problem.
Mike...