Including .NET Framework in a Setup Project

OK, so, I'm a serious development newbie here and also new to .NET.

I understand that the .NET framework is required on any machine that you want to run a .NET app on. I also know that there is a free re-distributable version of that framework.

So, my question is this, how do I reference it and include it in a stup project in my solution. I'm working on a test solution now. When I added the Setup project, the IDE recognized that the framework is a dependency and listed it in the dependencis branch of the project. When I tried to build the solution, the setup project failed with the following error: H:\My Documents\Visual Studio Projects\Text Editor Setup\Text Editor Setup.vdproj dotNETFXRedist_x86_enu.msm must not be used to redistribute the .NET Framework. Please exclude this merge module. I assume that this was simply the framework that was loaded along with VS and obviously not redistributable. Am I just missing something easy here?

Thanks in advance,

Steve