You said:
"thanks JoJo but i want my program run in any Computer whithout setup"
What Black Frog posted is correct, you will have to have the .net framework installed in order to ensure your application runs, which means that this may not be an option for any computer, unless you use an option like that outlined below and in the linked question. You might be better simply distributing an existing portable version of one of the free video players on the cd and then creating an autorun.inf file which launches the video to be played using that player.
I believe I have done similar with mplayer before with some success.
Obviously if your application does something other than just play the video then this may not be an option.
Another option if you have to use the application you have written is to use a .NET linker to include all of the code your app needs, including the bits of the framework that it wants, without having to have it installed. Some of the answers to this question might help if you want to go down that route.