Hi there... I have exactly the same problem as you are describing... but with VS2008...
It's been doing my head in for days....
as it was working previously...
Just wondered if you had figured out how to resolve the problem ?
The above post did not help me... been there, read that, tried multiple ways of creating shortcuts in the setup project and modifiying the properties... no joy yet...
If I work it out, then I will post back any help/info here for you...
Cheers,