Basically you need to go to the "Build" panel, there you have the "Build Configurations" tab, inside you have another panel with "Build Targets/Distribution/Tags/Locales" => you select the "Distribution" tab, there at the bottom you have "Merge Module/Template options", you must activate the "Build Merge Module/Template" toogle box.
Now if you build it will create just a merge module (also unselect the "Web installer" and "CD-Rom Installer").
