Still no answer, but more info. I created a new clean application with just one form with an exit button. Publishing this using the defaults:

location: publish\
From a CD-Rom or DVD-ROM
The Application will not check for updates

and I still get the error that

This webpage is not found.

No webpage was found for the web address:
file:///C:/Documents%20and%20Settings/MyLapTop/My%20Documents/Visual%20Studio%202008/Projects_352/junk-1/junk-1/publish%22

with the %22 being a quote (") mark.

Can others Publish without this error? I am running VS 2008 Version 9.0.30729.1 SP; .Net Framework 3.5 SP1