.bmx to executable

Hiya :)

I'm a noobie to BlitzMax and I've been having trouble figuring out how to turn my code into an executable program I can distribute.

Here is my first bit of code:

[CODE]
firstname$ = "Gilbert"
lastname$ = "Gregg"
age = 16

Print "Hello! My name is " + firstname$ + " " + lastname$ + "!"
Print "I am " + age + " years old."
Print "I have " + (18 - age) + " years left until I turn 18."
Delay 2000
Print "That's the end of me!"
[/CODE]

How do I turn this into an executable file?

Thanks.