Deploying a windows based application

[Greyfleck]

I am trying to follow microsoft's walkthrough

http://msdn.microsoft.com/en-us/library/k3bb4tfd.aspx

just to familiarise myself with the process. However I come unstuck on page 2

To add the windows-based application to the installer

I cannot process step 3 "in the Add Project Output group dialog box, select My Notepad from the project list" as the list is empty.
Can anyone please shed some light on my basic error please.

Jon