Setup Package gives error during installation

My goal is to compile this program so that it can be installed to another computer that does not  have Vb installed on it. How can I tell the Build to include all dependency files?
I just used the Build - Publish feature of VB Express 2008.  When I try to install the program on another computer it tells me:
          An error occured downloading the following resource:
          http://go.microsoft.com/fwlink/?Linklk=101349&clcid=0x409
I copied the entire .log below.  The error is on the last line and while it is trying to install it says that a download is in progress.
The following properties have been set:
Property: [AdminUser] = true {boolean}
Property: [ProcessorArchitecture] = Intel {string}
Property: [VersionNT] = 5.1.2 {version}
Running checks for package '.NET Framework 2.0 (x86)', phase BuildList
Running external check with command 'C:\DOCUME~1\user\LOCALS~1\Temp\VSD24.tmp\DotNetFX\dotnetchk.exe' and parameters ''
Process exited with code 1
Setting value '1 {int}' for property 'DotNetInstalled'
Reading value 'Version' of registry key 'HKLM\Software\Microsoft\Internet Explorer'
Read string value '6.0.2900.2180'
Setting value '6.0.2900.2180 {string}' for property 'IEVersion'
The following properties have been set for package '.NET Framework 2.0 (x86)':
Property: [DotNetInstalled] = 1 {int}
Property: [IEVersion] = 6.0.2900.2180 {string}
Running checks for command 'DotNetFX\instmsia.exe'
Result of running operator 'ValueExists' on property 'VersionNT': true
Result of checks for command 'DotNetFX\instmsia.exe' is 'Bypass'
Running checks for command 'DotNetFX\WindowsInstaller-KB893803-v2-x86.exe'
Result of running operator 'ValueExists' on property 'Version9x': false
Result of running operator 'VersionLessThan' on property 'VersionNT' and value '5.0.3': false
Result of running operator 'VersionGreaterThanOrEqualTo' on property 'VersionMsi' and value '3.0': true
Result of checks for command 'DotNetFX\WindowsInstaller-KB893803-v2-x86.exe' is 'Bypass'
Running checks for command 'DotNetFX\dotnetfx.exe'
Result of running operator 'ValueNotEqualTo' on property 'DotNetInstalled' and value '0': true
Result of checks for command 'DotNetFX\dotnetfx.exe' is 'Bypass'
'.NET Framework 2.0 (x86)' RunCheck result: No Install Needed
Running checks for package 'Windows Installer 3.1', phase BuildList
The following properties have been set for package 'Windows Installer 3.1':
Running checks for command 'WindowsInstaller3_1\WindowsInstaller-KB893803-v2-x86.exe'
Result of running operator 'VersionGreaterThanOrEqualTo' on property 'VersionMsi' and value '3.1': true
Result of checks for command 'WindowsInstaller3_1\WindowsInstaller-KB893803-v2-x86.exe' is 'Bypass'
'Windows Installer 3.1' RunCheck result: No Install Needed
Running checks for package 'SQL Server Compact 3.5', phase BuildList
Reading value 'DesktopRuntimeVersion' of registry key 'HKLM\SOFTWARE\Microsoft\Microsoft SQL Server Compact Edition\v3.5\ENU'
Unable to read registry value
Not setting value for property 'ENU_INST'
Reading value 'System.Data.SqlServerCe.dll_ENU' of registry key 'HKLM\SOFTWARE\Microsoft\Microsoft SQL Server Compact Edition\v3.5\GAC'
Unable to read registry value
Not setting value for property 'ENU_INST_GAC'
Reading value 'DesktopRuntimeVersion' of registry key 'HKLM\SOFTWARE\Microsoft\Microsoft SQL Server Compact Edition\v3.5\CHS'
Unable to read registry value
Not setting value for property 'CHS_INST'
Reading value 'System.Data.SqlServerCe.resources.dll_CHS' of registry key 'HKLM\SOFTWARE\Microsoft\Microsoft SQL Server Compact Edition\v3.5\GAC'
Unable to read registry value
Not setting value for property 'CHS_INST_GAC'
Reading value 'DesktopRuntimeVersion' of registry key 'HKLM\SOFTWARE\Microsoft\Microsoft SQL Server Compact Edition\v3.5\CHT'
Unable to read registry value
Not setting value for property 'CHT_INST'
Reading value 'System.Data.SqlServerCe.resources.dll_CHT' of registry key 'HKLM\SOFTWARE\Microsoft\Microsoft SQL Server Compact Edition\v3.5\GAC'
Unable to read registry value
Not setting value for property 'CHT_INST_GAC'
Reading value 'DesktopRuntimeVersion' of registry key 'HKLM\SOFTWARE\Microsoft\Microsoft SQL Server Compact Edition\v3.5\JPN'
Unable to read registry value
Not setting value for property 'JPN_INST'
Reading value 'System.Data.SqlServerCe.resources.dll_JPN' of registry key 'HKLM\SOFTWARE\Microsoft\Microsoft SQL Server Compact Edition\v3.5\GAC'
Unable to read registry value
Not setting value for property 'JPN_INST_GAC'
Reading value 'DesktopRuntimeVersion' of registry key 'HKLM\SOFTWARE\Microsoft\Microsoft SQL Server Compact Edition\v3.5\KOR'
Unable to read registry value
Not setting value for property 'KOR_INST'
Reading value 'System.Data.SqlServerCe.resources.dll_KOR' of registry key 'HKLM\SOFTWARE\Microsoft\Microsoft SQL Server Compact Edition\v3.5\GAC'
Unable to read registry value
Not setting value for property 'KOR_INST_GAC'
Reading value 'DesktopRuntimeVersion' of registry key 'HKLM\SOFTWARE\Microsoft\Microsoft SQL Server Compact Edition\v3.5\ESN'
Unable to read registry value
Not setting value for property 'ESN_INST'
Reading value 'System.Data.SqlServerCe.resources.dll_ESN' of registry key 'HKLM\SOFTWARE\Microsoft\Microsoft SQL Server Compact Edition\v3.5\GAC'
Unable to read registry value
Not setting value for property 'ESN_INST_GAC'
Reading value 'DesktopRuntimeVersion' of registry key 'HKLM\SOFTWARE\Microsoft\Microsoft SQL Server Compact Edition\v3.5\DEU'
Unable to read registry value
Not setting value for property 'DEU_INST'
Reading value 'System.Data.SqlServerCe.resources.dll_DEU' of registry key 'HKLM\SOFTWARE\Microsoft\Microsoft SQL Server Compact Edition\v3.5\GAC'
Unable to read registry value
Not setting value for property 'DEU_INST_GAC'
Reading value 'DesktopRuntimeVersion' of registry key 'HKLM\SOFTWARE\Microsoft\Microsoft SQL Server Compact Edition\v3.5\FRA'
Unable to read registry value
Not setting value for property 'FRA_INST'
Reading value 'System.Data.SqlServerCe.resources.dll_FRA' of registry key 'HKLM\SOFTWARE\Microsoft\Microsoft SQL Server Compact Edition\v3.5\GAC'
Unable to read registry value
Not setting value for property 'FRA_INST_GAC'
Reading value 'DesktopRuntimeVersion' of registry key 'HKLM\SOFTWARE\Microsoft\Microsoft SQL Server Compact Edition\v3.5\ITA'
Unable to read registry value
Not setting value for property 'ITA_INST'
Reading value 'System.Data.SqlServerCe.resources.dll_ITA' of registry key 'HKLM\SOFTWARE\Microsoft\Microsoft SQL Server Compact Edition\v3.5\GAC'
Unable to read registry value
Not setting value for property 'ITA_INST_GAC'
Reading value 'DesktopRuntimeVersion' of registry key 'HKLM\SOFTWARE\Microsoft\Microsoft SQL Server Compact Edition\v3.5\RUS'
Unable to read registry value
Not setting value for property 'RUS_INST'
Reading value 'System.Data.SqlServerCe.resources.dll_RUS' of registry key 'HKLM\SOFTWARE\Microsoft\Microsoft SQL Server Compact Edition\v3.5\GAC'
Unable to read registry value
Not setting value for property 'RUS_INST_GAC'
The following properties have been set for package 'SQL Server Compact 3.5':
Running checks for command 'SQL Server Compact Edition\SSCERuntime-ENU.msi'
Result of running operator 'ValueExists' on property 'ENU_INST': false
Result of running operator 'ValueExists' on property 'ENU_INST_GAC': false
Result of running operator 'ValueEqualTo' on property 'AdminUser' and value 'false': false
Result of checks for command 'SQL Server Compact Edition\SSCERuntime-ENU.msi' is 'Install'
Running checks for command 'SQL Server Compact Edition\SSCERuntime-ENU.msi'
Result of running operator 'ValueNotExists' on property 'ENU_INST': true
Result of checks for command 'SQL Server Compact Edition\SSCERuntime-ENU.msi' is 'Bypass'
'SQL Server Compact 3.5' RunCheck result: Install Needed
EULA for components 'SQL Server Compact 3.5' was accepted.
Copying files to temporary directory "C:\DOCUME~1\user\LOCALS~1\Temp\VSD24.tmp\"
Downloading files to "C:\DOCUME~1\user\LOCALS~1\Temp\VSD24.tmp\"
(6/29/2009 1:25:43 PM) Downloading 'SQL Server Compact Edition\SSCERuntime-ENU.msi' from 'http://go.microsoft.com/fwlink/?LinkId=101349&clcid=0x409' to 'C:\DOCUME~1\user\LOCALS~1\Temp\VSD24.tmp\'
Download completed at 6/29/2009 1:25:59 PM
Downloading failed with HRESULT=-2146697211

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GarySBAsked:
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Bob HoffmanDeveloperCommented:
You need to create a setup package to deploy your program. Open you project. Go to fie, new, project and select setup wizard, follow the prompts. This is how it works in VS 2005, I assume it's similar in VS 2008 express.
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GarySBAuthor Commented:
Correct Path, however my steps are a dead end.
File - Add - New Project
Displays a window of Icons, but none of them say Setup and Deployment Projects.  I tried the VB Help which says to use Imports & Exports on the tool bar to get the settings and imported everthing it had available.  It still has the same exact Icons.  Do you know how to add it as a selection? Thank You
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GarySBAuthor Commented:
My particular version vb 2008 Express Edition does not contain the Setup & Deployment option because it is the free version.  I will have to ask my company to purchase the program to have that feature available, Thank You
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