create setup project that includes .Net Framework 3.5 SP1

Question

I am creating a setup project. The client would like to have the setup.exe file that includes already the .Net framework 3.5 SP1.

However, when I right click setup

Answer 1

http://geekrick.blogspot.com/2008/08/frustrating-net-framework-sp1-issue.html
and
http://download.microsoft.com/download/A/2/8/A2807F78-C861-4B66-9B31-9205C3F22252/VS2008SP1Readme.htm#General%20Issues

are good guides.