>>What VS version you're using? I have C# book and I just looked into the properties for the Setup project and there is no property to specify the directory. Looks like it's an omission in this type of project unless it was fixed in VS 2008.
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>I have Visual Studio 2008 Version 9.0.30729.1 SP with Microsoft .NET Framework Version 3.5 SP1.
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>Does this mean the install by Microsoft doesn't support the configuration of an installed directory? If yes, in order to benefit from that, does this mean we would have to purchase another product?

I don't know, the question needs a bit of research. I'm just saying that I checked this in a book I have and there is no property for this kind of the project.

If you give me more time, I'll try to research on the problem, because it sounds very strange that MS doesn't have it.