Problem with packaging using Visual Studio Installer...say's it cannot find DLL

OK, I have one EXE, and 2 DLLS

Objects.DLL is used by Data.DLL
and
Data.DLL is used by Client.EXE.

Now when I package Client.EXE I need ALL relevant DLL's to be included in the package. So I create a dependancy file for Data.DLL.

Now, I open the project using Visual Studio Installer...and it show's all the relevant files that need to be packaged...INCLUDING Objects.DLL, so the dependance thing worked...or so I thought. Because when I click BUILD it says it can't find the file Objects.DLL :(
I have to manually delete it from the project then add it in as an included file...this is crap as it should be in the dependancy section...This is not that much of a hassle with teeny weeny projects...but I am writting an app that uses many different DLL's which in turns use many different DLLs...This will be a hassle to manually add all the files...

Anyone know of a way?

WOka