VB 2008, how to do installation for small program with a lot of files

[Stokrotka]

I have written program in Microsoft Visual Basic 2008 Express Edition.
Program use directory with a lot (more then 500) files.
I want to send it to my private www.
So far I zipped it together (program.exe with directory with files), and
after unzipped it program run correctly , but it
isn't good way of installation, for example it wasn't possible to uninstall
it by one click of mouse.

So I want to used Microsoft program to make installation version by
Build/Publish.
I read about nameoffile.vscontent and about anything.vsi ,
but with out positive result.
At first something said that there is no any file ,
now installation program don't say anything, but at place where is program
after installation and near, there isn't any file from this directory with
more then
500 files.
So I thing, that installation program don't copy any file from installation
version, and don't copy anything from zip file with this 500 files
(I tested two version, with all files :
<FileName>a.gdak</FileName>
<FileName>ad.gdak</FileName>
<FileName>adďż˝.gdak</FileName>
<FileName>aj.gdak</FileName>......
,
and with one zipped file: <FileName>sylaby.zip</FileName>
).
I think I have bad attributes but I don't know what is bad.