How would I know which system files that a game that I made in VB 2008 Express would need to access a database I would want to be located in the same directory?

The reason I'm asking is because pretty much all of these MSI type install programs need to be told what to include in the install package.

I want to get everything into one setup file that I can install on a friend's computer to play my game that doesn't have VB express installed on it.

thanks