How can I open my project without having to open VB, I tried saving it to desktop and it asked me how I wanted to open it o.O! (Yes, it is a finished script, and works when I click the play button)

when your in VB just go to the "Build" button up on the Menu bar and tell it to build your project, then if you go to your project folder\bin\release you will see the icon there for your project.
You can just drag it to the desktop etc. and run your project from there.

This is assuming you're looking for just the application w/o any of the code or design options. You want the .exe file which is probably saved in different locations depending on which version of VB you're running.
In 2005 its under (your project folder)/bin/debug/(your application).exe