Cannot Make Package Of Project!!

I have many problems with the whole idea of using the instant VB6 Pro setup program. They are: The setup program, only gets my main exe file, and nothing else. There are some of the folders, without anything in them that I need, like the saving file folder and the temp folder that I have things placed in when the program is running.

Can someone help me, with the installation project setup program?

Thread moved to Application Deployment forum, which where questions about installing/distributing your software belong