Copy your RGSS dll file (RGSS10xE.DLL, x is either 1 or 2) from C:\WINDOWS\System32 into your project's folder, in your project folder turn off the RTP by opening Game.ini in notepad and removing RGSS RTP Standard or do this within RPG Maker with one of the options at the top, import any default RTP graphics you used by copying the files from C:\Program Files\Common Files\Enterbrain\RGSS\RTP\Standard (I think it's there, you might have to look).
Inside the RPG Maker go to File --> Compress game data, or something like that, can't remember, and select create encrypted archive.
All that was from memory, i've probably got some steps wrong
EDIT: Brewmeister has kindly made this
Distributing RMXP Game
that will explain everything