visual c++ setup

I have made a program in visual c++ version 6 at work, and have been trying to create a setup program so it can be distrubuted. This does not appear to work as nicely as it does in visual basic. I have tried the setup wizard, however it does not seem to include the needed dll files. The setup only asks for the executable file, in the help for the wizard it implies that it takes the project file and uses that to add the correct dll's, however I have not seen anyway to add the project file. This program uses the DAO object so on some computers the dll's will have to be updated. I would appreciate any help in this.

Operating system: win 95