Well, it depends on what you are sharing. The easiest way is to create a package file (that's probably the ".exe" file you were thinking of).
Go to File > Create Package File and then follow the steps.
There's a tutorial here explaining, but it's pretty straightforward. You can organise your resources anyway you like, and create multiple package files.
http://artrage.deviantart.com/art/Cr...Rage-418029047
Once you have packaged up your chosen selection of resources, upload it somewhere. DeviantART is a good place, as it also lets me collect your resources in the ArtRage group (which really needs more!), and allows other people to find it easily. But if you want more control over the distribution, then you should look into file sharing sites like Dropbox. You can also upload files directly to the forum as attachments.
If you do upload to DeviantART, I highly recommend creating a preview image so that people can see the resources you are offering before they download it ("Squiggly Brush #654" isn't particularly helpful, after all).
The other way is to find your user content folder and copy the files directly. This will require people to copy the files into the right places at the other end, rather than automatically installing anything.
- You can access ArtRage Studio and Studio Pro user content by going to Tools -> User Content -> Open User Content Folder.
- You can access ArtRage 4 user content by going to My Documents > ArtRage Paintings > Custom Content