I'm using VS2008 and I do have two projects. When I setup the application folder, it is the primary output. When I change the target of the shortcut that I create on User's Desktop, the only options I have are;

Application Folder
User's Desktop
User's Program Menu

If I change it to application folder, the shortcut links to the application folder where the user can open the exe, but I want it to run the exe instead of opening the entire folder.