If you have Visual Studio, you can create a "deployment project" to build an
installer for your C++ project.

You can also use InstallShield or Wise or any number of other installer
products.

-cd

In addition to what Carl has told you, if you are limiting your choices to
InstallShield, here is what appears to be a current (at least the header
says Visual Studio .NET) and active link for a 3rd party tools DVD, which
includes InstallShield:

http://msdn.microsoft.com/vstudio/extend/partnerdvd/

HH> Hello there, In VC++6, you can use Installshield for vc6 to create a
HH> setup for your project. But how to do so in VC++.NET? Thank you very
HH> much in advance.

Have a look at the Wix project, it's an XML language for creating the installers
based on the Windows Installer technology.

The build-in features of Visual Studio 2003 provide for creating very simple
and basic installers only and cannot fit more or less complex projects.