How to create exe file with database including and softwares needed at client system

Question

I am developing a desktop application.The application contains back end database.
Let us say for example i created a table for employee in company(database name) database.(In SQL server 2005)
My application has an interface to store employee details.now i wanted to create single executable file
with my database and application.I wanted to install that application in clients mechine which have no internet.
now i wanted to know how to do that and what are the software needed at clients system.

My sources for the task is below:

Windows xp sp2(clients system)
My executable file(.exe file)--->(I am using SQL server 2005 and VS 2008 professional)
1.how to create this exe file which includes company database
2.what are the softwares needed at clients system in order to run this application successfully

if possible give me step by step guidelines.