>The Setup wizard is not creating sub-directories that are empty. I basically have my executable and some sub-directories below. Some have files and some don't. The sub-directories that don't have any files in them don't get created during installation. Any ideas would be greatly appreciated.
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Two approaches; take the tack that Microsoft takes, putting a standard file (all those MSCREATE.DIR files scattered about your hard drive come from this) or as Evan suggested, a post-setup executable could create them for you.

If at install they actually are empty, you could also have your app check to see if they're there before referencing them and make them if they aren't present.