What you say makes no sense to me. How does it act like you added dependencies? I have no idea what that means...
sorry for my bad explanation..
in .NET 2003 IDE when u add Setup Project, u can choose which Project Output u want to added from which Project (i only use Primary Output from my Primary Project - that is my Startup Project)

so after i added i try to build the solution but the error comes up..
so i try not to added it, but still the error comes..

but i've found solution, it caused by bad uninstall of InstallShield
refer to gotdotnet
also from InstallShield