Deploying in VB2005? Whooah

Hello - I have made an application in VB.NET 2005 which uses a DNS less connection to SQL Server. I now need the best way to deploy this for multi users.

In the past on VB6, I could create a .EXE file and copy this to a server share.
I could then package and deploy the project and install on a client.
I could then point a shortcut from the client PC to the .EXE on the server and the program would run fine...If I ever changed the code, I create a new .EXE and replace the one on the server (instantly updating ALL clients)

...Now how to do this in VB.NET 2005 ?
(Any advice here would be much appreciated)

There seems to be no option to create an EXE file?
I do see one in the projects BIN folder...Is this it ?

If I copy this .exe to a server share and run it from my own PC where the app was made it seems to error with security (I think at the SQL connection part)

Create a Deployment project in .NET

I did find a wizard to create a deployment package...I see it askes for a folder where it will create the Deploment but where do I tell it which app I want it to use?

Its just asking for the location of where you want to locate the package, not where it will be installed. ;)

I dont want to get taken down a road if its not going to get me where I need to go. In my first post I did ask 'a few' questions -
I was hoping for a slightly more in depth answer/confirmation to these than "Create a Deployment project in .NET"
I'm greatfull for any help - but if I knew HOW to do this and if it will recreate what I used to do In VB6 then I would not need to have asked.

Before going along this road -
Can anyone please check my original post and provide help on my questions?




Further explanation on my last post:
If I created an application within the folder.
c:\myapp

I now open Visual Studio and select new Setup & Deployment package and choose Wizard.

The name is 'myapp installer'
The location ? ...I thought this is where It will create the folder where it will put the installer, that is where I can browse to to find the setup/msi file to install myapp.

My last post was querying where I tell it that I want to package up the application I made stored at c:\myapp and not d:\SomeOtherApp?