Why not use the CDF export right there in the menu?  That will create a CDF file on your system. CDF file is created when you make a Mathematica notebook and then export it to CDF.

I was looking for something like this... when I just export as cdf it includes all of the input, which is something I don't want to be seen in the cdf

Nasser's answer is indeed the correct one.  The second screenshot is from Mathematica 8 whereas the first one is from Mathematica 9.

CDF are created by exporting a notebook as the Moderation team mention.  If you want to have a cdf without the original code that creates the various dynamic contents you simply delete that code and then export as CDF. You could create a notebook for this purpose (retaining the original notebook) by copying and pasting the original content into the new notebook and exporting from there afer selecting and deleting all Input cells.

An alternative (and there are many) is to select the input cells and change them to closed cells through the Cell/CellProperties menu.  You can also suppress their cell brackets by using the option inspector as needed.