Firstly, click on "New Project". Choose "Other Project Types". Then choose "Setup And Deployment". Next, choose "Setup Wizard". Call it "My Setup Test".
It'll bring you to this wizard. Firstly, click Next. Then, click next again. Next, you'll see a new thing. Click on "Add" and choose the files you want to be installed to Program Files. Click Next. Lastly, click finish.
Now you'll see THREE folders. But, firstly go to the Solution Explorer and click on "My Setup Test". There are 2 things to edit in the properties box: Author, and Manufacturer. Manufacturer: Company/Business/Group name. Author: The same as Manufacturer. Change those to whatever you need!
Now, let's focus on APPLICATION FOLDER in the main section. That's all the files that will be put in the "My Setup Test" folder in "C:\Program Files". They have that already done for you!
Ok, now let's focus on USER'S DESKTOP. Right-click on it, put your mouse over "Add", and choose what you want to add inside that folder. Whatever you add will be put on the user's desktop.
And, last but not least, we focus on USER'S PROGRAM MENU. Every computer has a Start Menu, right? Yup. You can right-click on that folder and put your mouse over "Add" and do the same thing as you did with User's Desktop. But this time, you add a folder first. The folder's name should be whatever your Manufacturer's name is. And then, whenever you made THAT folder, right click on that folder you just made and add a folder called "My Setup Test". In that, add whatever the user should be able to quickly launch. BUT MOST IMPORTANTLY - The EXE file.
Now hit "Save All", click on "Build", and click "Build My Setup Test"! Next, go to My Documents\Visual Studio 2008\Projects\My Setup Test\bin\Debug\ and click on the MSI file to see if it works.
If it does, you can go to "Add/Remove Programs" and remove My Setup Test, since you know how to make setups now! Next, it's time to do it on your own!