Take a look at ILMERGE (and download):
ILMerge is a utility for merging multiple .NET assemblies into a single .NET assembly. It works on executables and DLLs alike and comes with several options for controlling the processing and format of the output. See the accompanying documentation for details.
Alternatively, look at other deployment options, such as ClickOnce:
ClickOnce is a Microsoft technology that enables the user to install and run a Windows application by clicking a link in a web page. (Such applications are known as Smart clients.) ClickOnce is a component of Microsoft .NET Framework 2.0 and later, supports deploying applications made with Windows Forms or Windows Presentation Foundation.
A third option is to create an installer - either with a setup project or a third party installer (there are many).