How can I make a easily distributable .exe file in Visual Basic 2008?

I'm making a couple of programs in Visual Basic 2008 Express Edition, however once you publish it the files are darn hard to distribute. If you move it it won't install correctly and if you ever try uploading 3 files to a webpage asking people to download all of them they're likely to just ignore you. So I would like to be able to mix all those files into one single self-contained .exe file which can be copied or moved as much as the user wants. Can I do it? All help is appreciated.

Scytheon37 years ago
You could probably do it using an sfx archive. Basically it is a compressed .exe that invisibly extracts itself to a temporary directory, runs an .exe that has just been extracted and when finished deletes the temporary files (I think). A guide on how to make one is here