What happened to Appcelerator Titanium Desktop Developer?
Appcelerator Titanium Desktop is nice SDK as well as developer tool to develop a desktop application with using web technologies such as HTML,CSS,PHP,perl and Python.
Titanium Desktop is not supported anymore by Appcelerator. The Desktop project has been open-sourced under the TideSDK name.
You will have to look into it if you want to package your own apps.
Here is the section from the documentation explaining how to package your app.