select "release" and compile (f5)
then search for the "ProjectNameHere.exe" file in...
D:\Documents and Settings\Administrator\My Documents\Visual Studio 2008\Projects\ProjectNameHere\ProjectNameHere\bin\Release
wich means.. my documents folder then your visual studio folder then projects folder then Projectname folder Projectname folder then bin folder finally release folder, there you will find a .exe file.