There's a choice to make a merge module project, that's a .msm file. It's
right there next to Setup Project, Web Setup Project etc in the wizard (or
should be!)

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Phil Wilson [MVP Windows Installer]
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> Hello all,
> Is it possible to generate an merge module from VS2003 .NET?
[quoted text clipped - 3 lines]
> Thanks for your time,
> Prabh