Before deploying a custom application/product written in Smalltalk
(here Pharo and Squeak) you may want to adapt your Smalltalk environment or even build a custom virtual machine. No fear ... it's easy.
I've written a short HOWTO that is now up on squeakvm.org.
There were others who tried to learn about Squeak's deployment possibilities -
like Jens Moenig with his Sudoku solver and Geneator which was also packaged as executable. But I hope this short docu will help others to easily build products with the current state of these free and open source Smalltalk implementations.
BTW: The Squeak Win32 VM now also has support for large cursors ... so when you write a game even the cursor is changeable.