>I've been creating Setup Files with Installshields for a long, suddenly it creates a .msi file instead of setup.exe. How to solve it ?

I don't use any installer from years ago. I used Molebox, tried BoxedApp and now I'm using enigma. Enigma is good. It includes at .OCX, .DLL, etc... :

It's freeware:
http://www.enigmaprotector.com/en/aboutvb.html