I use Visual Studio 8.0 Enterpice
I create setup project
Then I do the following:
Right mouse click on application folder
select Add -> Project Output
"add project output group" shows up empty (see Annex)
Pull Down by project and configuration option is empty !!!
what's is wrong or what have I forgotten?

You need to your installer to an existing project that has your vb.net executable project inside of it. You should be able to go to "File -- New Project" and in the new project window you have an option to "Add to solution" instead of create new.