I often see questions on the newsgroups and forums about the best way to ensure that people have the correct runtimes including DirectX and the managed components. Well Microsoft has a new SDK called the "Microsoft Component Installer Software Development Kit (Spring 2005)" which handles all of this for you.

I've had a quick look through the user guide and it looks like you just include a 1.2Mb EXE as part of your packaging (Web or Media) and optionally the components you need (though it will download from the web if you don't) and it handles everything for you. Nice !

Drop me a line if you try this and let me know how it goes