Well, what Kalinka has shown is truly very good and should solve your problem.
However, I do doubt whether in the real world game exes are given to clients to pass around as demos. If it happens you are fortunate.
My conditions say I need to create ad films or animation films in flv, or swf, or avi format so that the demo can be passed around for visualization and sharing on any computer without the need of installing exes.
If the end product is a film there are many ways you can get the thing done without involving game programming and only by graphics or 3d model rendering. However if the end product is truly an exe, then I think Kalinka's way is the way to go.
Still moving in circles.