I cant seem to find where I would change my visual basic 2005 project into a release build. I'm so embarrased.

Don't feel bad... it took me forever to figure that one out as well... VS2005 kinda hides the options be default.  The best way I have found is to use:

Tools -> Options -> Projects and Solutions -> Check the "Show advanced build configurations" and click OK.

You should then have a drop down on one of your toolbars in VS that will let you swap between Debug and Release (and any other configurations you have created).

I think you can also right-click on your solution node in the Solution Explorer and select "Configuration Manager..." from the menu.  Then, you can set the active solution configuration.