In my honest opinion your are switching too soon to Visual Basic 6. I won't discuss the pros and cons of Visual Basic 6 vs. Visual Basic 9 (better known as VB.NET 2008).
You have used Click-Once to publish your application, but that is not the only way to deliver a .NET application to your users. Click-Once has been around since Visual Studio 2005. In Visual Studio 2002/2003 you had to use a Setup Project to deploy your applications, and the Setup Project is still around and does have advantages. For you an advantage will be that a setup project generates an ordinary setup.exe file. Which functions the same as a setup file in Visual Basic 6. See the following links about how to make a setup project.
* Blog about creating a setup and deployment project
* And another example
As far for you are remark about needing the required .NET framework (I guess that would be .NET Framework 3.5 SP1), I would like to remark that it is quite common to install the required .NET Framework if it is not installed. Actually the visual basic 6 setup will do the same. It will ask the user to update the common controls DLL and the ADO DLL (not sure about there names anymore, it has been a while). The different .NET Frameworks can be installed on your computer and won't give any problem.
If you read the blogs mentioned above you will see that the last screenshot is about the requirements. In that screen you can define the required software (I think the setup project checks the required components by default), you can indicated how the setup should react in case the required component isn't installed on the user's computer. By default it will download the software from the vendors site (in this case Microsoft) and install it.
If your users or their administrator don't like this, you can also include them. This is a little more complicated but is described in this article about including the .NET framework in your installer
]. It is about VSTO (Visual Studio for office) but is applies to normal Visual Studio projects just the same. Take special notice about the last line just above the picture. You might need to click the link (in the Microsoft article) about Visual Studio 2008 SP 1 readme
. This link will download the readme and in section 126.96.36.199 it does describe some required steps.
I hope this will give you some information about making setup files in Visual Studio 2008. At least give a few hours to study on making Setup Projects. This small investment will give you a more advanced and consistent programming environment than Visual Basic 6.