Wrote an SDL game using C++ and want to deploy it

I wrote this really simple game in SDL using C++ and now I want to show it to some of my friends who are using 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 and play it.

How can I go about doing this?

I created an installer using NSIS some time ago. I started out from scratch, and got a reasonable installer in 5-10 minutes, following the examples. Best of all: it's free!