I have created an installer for my project but I get the follwoing warning:

WARNING: This setup does not contain the .NET Framework which must be installed on the target machine by running dotnetfx.exe before this setup will install. You can find dotnetfx.exe on the Visual Studio .NET 'Windows Components Update' media. Dotnetfx.exe can be redistributed with your setup.

I have found dotnetfx.exe but am unsure where I am meant to do with it?!?!

Cheers
Tim