Problem with .exe export

[peravoj]

If i understand it correctly if you export a macro as an exe it will pack up all the functions inside macro folder and make it standalone. Make it runable on other computers without having to copy files from myQM folder ect. I tried this but i cant make it run. It gives me error's with object not found message. And when i make an exe i get the message : Warning: 'Auto add files' is checked but files are not specified. Read QM Help. What should i do to make it work?
Thank you for your patience and help..