In Visual Studio 2008 setup project,
Select File System on Target Machine and then from Action menu select Add Special folder and then Custom folder. A new folder will apear on left hand side under the "File System on Traget Machine". Add files, into this custom folder, which you want to copy into into specified location,
Now go into the property of this custom folder and set the DefaultLocation where you want to copy files under this custom folder.
Now when you run the setup this file under the custom folder will copy into the specified location which you set in DefaultLocation.
Yogi..