Oh, by the way, I see the installer has been changed in the last half-year or so. I'm actually building a source code revision that is before you switched to the VS2010 .sln, so could you give me the details of how you used to bundle it back then?
We use NSIS from Nullsoft to create the installer for SQLyog. However there is a lot of such tools exist along with the one integrated with Visual Studio itself(Not sure about EXPRESS editions).
Did you used to use Inno Setup? The old installer screen looked like you did. If so, could someone send me the Inno Setup or Nullsoft setup template files so I can create a setup exe, or at least tell me what needs to be installed where?