>How can I regenerate the main .exe of my application wihtout quiting the users? it is posible?

Not possible. You cannot overwrite their copy of the EXE if tey are using it. What you cando is use Loader technology that compares versions when they load for the first time of the dqay and replaces their local EXE if needed. The new version can come form a shared folder in the LAN or from the Internet. Rick Strahl wrote a nice article on how to do that. http://www.west-wind.com/presentations/wwCodeUpdate/codeupdate.asp
You can also look here in the UT for "Loader".


>Also, everytime I try to open the proyect , it open slow , I think cause users are using some components of it. How do I improve this?

That does not make much sense. Why would users have anything in your development project?
Make sure users do not share any resource or component with the project (development system). You deliver a compiled EXE and all the DBC/DBF/CDX needed. Nothing from development should be visible/accessible/shared with users.
The first thing I would try is to clean (pack) your project (.PJX/PJT) files and see.