Hi VB people

I downloaded and installed Visual Basic .NET 2005 Express Edition, and it is working fine. I am trying to open a Setup Project to package and deploy an application and the 'Setup Project' template is not available from the list!!!!
I have only
- Windows Application
-Class Library
-Console Application
-My Movie Collection
-ScreenSaver Starter Kit

and then
- Search Online Templates...

But the 'Setup Project' templates is not found.

Can anyone please help me out with this? I want to be able to make a setup using the setup wizard.

Thanks a lot
Regards
BlueKnight