I wrote this really simple game in SDL using C++ and now i want to show some of my friends who are on windows. I wrote my program in ubuntu 9.10 using code blocks. I want to take my source code and make a windows installer so they can install it and play. How can i go about doing this?
Congrats on completing a project. :)
That said, now you need to find a Windows compiler like MinGW (the port of gcc) or Microsoft Visual Studio (2008 Express is free, and 2010 Release Candidate is free) so you can compile your game for the Windows platform.
As long as your code is portable and sticks to the standard (and I know SDL works cross-platform), you should have minimal snags. If you have any problems of course feel free to ask for help. You can even just get CodeBlocks bundled with MinGW (though it may not be the latest version) and use the same project structure.
Once you've got that working, you need a install system to package all your stuff together. I'm no expert in this area, but I love the ClickTeam Install Creator; it's very easy yet very flexible. It costs money but there is a freeware version with a "made with Install Creator" at the end of your installer.
There may be other install creators, but I have little experience with them. You just need to make sure your end-users have the required binaries: package an SDL dll's you use with your game, all data, etc.