Solved! Go to Solution.
My experience with making msi installers is that almost always screwed up a step on my first try and then it was hopeless trying to find the error. I would scrap the set up program and print out the instructions in that link you refer to and go through each step ticking them off. 9 times out of 10 that works for me. Also make sure that all the libraries referenced are on the target machines. Some libraries are only installed with the extensions. Usually the error message warns in the install that you are missing libraries but perhaps not in this case. Also make sure the .net framework was on the machine before installing arcgis or else you will be missing the arcgis .net interop.
Dim pWF as IWorkspaceFactory = New ShapefileWorkspaceFactoryIf I break that line down into two statements, it fails at
pWF = New ShapefileWorkspaceFactoryThe error I'm getting in the Output Window is
A first chance exception of type "System.InvalidCastException" occurred in HEL_Tool.dll