I am not sure if you are using the Installshield Wizard to create your installer.
What I do is I just build the installer into a CD image on the hard drive. By default it would be under a MEDIA subfolder in the INSTALLSHIELD project's folder.
Then I would take this CD image and burn it to CD whenever I need to.
And yes, the VFP6 Setup Wizard was very easy to do. Installshield can be very flexible; but usually, flexibility comes with a price.
Bernard L. Omiple
VFP, SQL Server, Crystal Reports