If you're using VB Express, then it's messy. AFAIK, you'd have to create a new Click-Once application to do that, but then that app would be installed on the machine so, you'd have to figure out a way to remove that app once the main app was run.
If you're using any other version of Visual Studio, you can create an installation project to do that. See here:
How to create a Setup package by using Visual Studio .NET[
^]