Since you are writing an application (an exe file) and since you are using Visual Studio 2010, the best solution would be to use an MSI file. You can follow these directions to easily create what you need:
http://www.dreamincode.net/forums/topic/231074-setup-and-deployment-in-visual-studio-2010/[
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The Publish option is better suited to websites that you want to deploy to a web server. The other option is Click Once, but I've not really liked how that turned out. MSI files are about the best solution out there for software deployment.
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