There is a solution for the generation of the setup files for DeltaShell
delft-tools\src\DeltaShellSetupProjects.sln
The setup is build using WIX
see:
http://wix.sourceforge.net/
http://wix.codeplex.com/releases/
download and install the toolset which will also register a new project type to Visual Studio 2008
Overview
Content Tools