Why two release installation programs?

I have a simple question, mostly out of curiosity.  When I build a release version of my program using a Setup project in my solution, VS 2008 creates two installation programs. One is titled setup, and the other is the name of my program + setup. The second is also called a window installation package. They both install my program fine. My question is simply what is the difference, and when I distribute my program, which one should I use, or does it matter? I am inclined to use the one with the program name since it has a more descriptive title.
Thanks,
pdfalkAsked:
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Craig WagnerSoftware ArchitectCommented:
We had a similar question recently. Here's what the guy who writes all our installers said:

"Often, it makes no difference, but in some cases you need to run Setup.exe, because there are prerequisites which are installed, and that only happens if you run Setup.exe.

In the future, it is always preferential to run the exe (Setup.exe or <productname>.exe) than the msi, if both exist."
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andrewjbCommented:
Vista, particularly, often doesn't like you just running the .msi - the setup sorts out user access stuff if you need to have Admin permissions to install.

Note that the setup.exe requires the .msi file to be present in the same directory (but the .msi, if it works, will run on its own)
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pdfalkAuthor Commented:
Thanks,
That clears it up,
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