After working on a game for weeks and finally you want to share it with friends and get them to play? Well, not quite yet. You still need to build your game into a standalone installer. Unfortunately, like most of .NET products, deployment is kind of a hassle. There are a bunch of prerequisites that the end-user would need before they can install you game.
Paul Stubbs has written a nice tutorial on how you can build a setup project for your XNA game, check it out!