IMHO the installation program that comes with Visual Studio is terrible
beyond all belief! It may be powerful, but the documentation is skimpy,
and the samples are useless unless your install program only has your
single executable in it.
I use the free Inno Setup that you can download at
http://www.jrsoftware.org/
Make sure that you download the Istool as well, which is a very nice
user friendly front end for Inno Setup. With Istool, it took me about
two hours to create a fairly complex install package.
It's a breeze to add your executable, install fonts, register active X
controls, create shortcuts, and run any other executable program if
needed. Just pick a category and list your files.
Good programming.