Map packages allow you to share all the contents of an MXD project in a single file. This tool available from ArcGIS 10 offers the possibility of sharing a map document via any storage device, email or via the ArcGIS Online platform.
To start packaging the MXD project, go to the File > Share As > Map Package menu.
Select the directory to save the Map Package file.
In Item Description fill in the fields with the description of our project.
Click Analyze to discard any errors when entering project information. And finally record with Share.
Now from the directory where compressed * .mpk file was saved it can be easily shared by any means. The advantage is that it includes all associated files.