I have not used VBE but, if it is like Visual Studio (in this regard anyway) you should be able to create a Setup and Deployment project which will allow you to distribute your application. Tutorials on how to do this are all over the net so just check google.
The .exe of your application is not enough if the user you are deploying it to does nto have the correct .NET framework installed. So, since you are using VBE 2005 the end user must have, at least, the 2.0 framework installed. You can add the DotNet Redistributable to the setup project so that, if the user does not have it installed, it can be installed as part of your setup.
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