Try "encrypt game data" (I don't know if this works on VX, but I think it works on XP). It's in File => Compress Data => Encrypt Game Data or something like that.
Be careful, do not encrypt it without including all the necessary files in your game. That is to say, you have to import all the RTP graphics/sound/fonts into your game folder. In addition, RGSS102e.dll has to be in your game directory. Finally, go to your project and go to Game => RTP selection and check if it's "none". This makes it so your game is completely stand alone, and the exe doesn't require RTP.