How to deploy Crystal Report 10 and Visual Studio .NET 2005

I'm trying to deploy my application written in C# VS.NET 2005 with Crystal Report. My app is simple it does not embed report into the application, it calls the report using obj.load() etc.
I created the setup project, add the reports,  then use merge module to add the *.MSM files into my setup project.
The MSM files added are below
Crystal_Managed2003.msm
Crystal_Database_Access2004.msm
Crystal_Database_Access2004_enu.msm
Crystral_RegWiz2004.msm
VC_User_CRT71_RTL_x86.msm
VC_User_STL71_RTL.msm

Also I added the lic key in Cystal_RegWiz2003.
When I create the setup files, the installation on the client is fine, but everytime I try to run the report, I get the error as below
System.IO.FileNotFoundException: File or assembly name CrystalDecisions.Windows.Forms, or one of its dependencies, was not found.
File name: "CrystalDecisions.Windows.Forms"
etc.
Anyone have any idea ?
I noticed when I try to add the Project Output in VS Setup. The dialog is empty - according to VS document. I was suppose to select Primary output. I don't know if this make any different
Thanks in advance