See the video how to build an exe-file ftp://ftp.ni.com/outgoing/build_specification.wmv and tell me, if you did every thing like it is shown there!
Becarefull you don't have the used RT-target so you don't have to enter anything in the 'Dynamic VIs and SUpport Files' field, only in the field above, put in your VI there.
TomBaum