This "how to" comes from a recent post off one of my favorite blogs (Scott Gu's).

Scott explains how you can create an installer for your asp.net application using visual studio 2005.
This is the preferred method of installation by many end users as it removes a few frustrations to achieve the functionality of the freshly deployed application.

Example, the  installation wizard takes care of executing the scripts against your MS SQL responsible for creating the schema.  Utilizing this method eliminates the need to use any third party tools.  Normally all you have to do  is define the server location, catalog name, and credentials.

Another example is the automatic update of your connection string. As we all know this is a key concept of any database driven application. Many installers handle updating the application's connection string.  This is based off the parameters supplied on a prior installation step.

Click here to read the full post.