i like to setup for my project i did my project in Microsoft visual studio c#.net 2008, where i have start for that
You will have to add a new Setup and Deployment project to your solution. Here is a nice step by step instructions.
Note: Which version of VS are you using? I am not sure whether this project type is available in Express Edition.
Are you looking for an installer you can use the following free tools, if you want to pay, install shield is good:
Built into VS:
http://msdn.microsoft.com/en-us/library/ms173084(VS.80).aspx
http://msdn.microsoft.com/en-us/library/2kt85ked(VS.80).aspx
Other free tools:
http://nsis.sourceforge.net/Main_Page
Install shield:
http://www.flexerasoftware.com/products/installshield.htm
Wise:
http://www.wise.com/Products/Installations/WiseInstallerEvaluations.aspx
I use Inno Setup with ISTool (both are free) to create setup for my .NET C# applications.
Play around with ISTool and simply include your application files into the setup. Then configure to Download and install .NET redistributable and other components when required.
I'm surprised noone has mentioned this yet:
Windows Installer XML (WiX) toolset
Open source, from Microsoft. (Yes, you read that right).
Free to use, yet very capable (used to create the Microsoft Office 2007 installer).
Based on commandline tools, so easily integrated into a build system.
My speculation: Since Rob Mensching (the primary author) has just moved into the Visual Studio team at Microsoft, this is likely to be directly supported (in some form) in the version of Visual Studio following 2010.
Update: An interesting interview with Rob Mensching on Hanselminutes. On the show, Rob talks about how WiX is more than 10 years old, though the first public release was April 5, 2004.