Creating Setup FIle

I have designed a small software for a client, Now the work is complete but its in the form of an EXE file, how do I integrate a setup wizard for this??
Since I've used Vb.net, my software requires the .NET Framework also to be installed.. Most computers will not have this, is there a way where I can integrate the Setup in such a way that it installs the .NET Framework along with my software???

Please help :)

Moved to the Application Deployment forum.

installing the .Net Framework is an option in MS Installer projects (Pro versions only), or I believe ClickOnce also installs the Framework, but it has limitations