One other problem I've encountered when making this same transition before is that Express Edition doesn't contain the concept of setup projects like the full versions of Visual Studio do - instead you produce an installer for your program using an entirely different technology, labelled 'one click deployment'.
Unfortunately, if your project is a class library (ie. not a stand-alone executable) then the 'one click deployment' buttons are not enabled - you simply can't produce an installer for your class library using express edition in any way.
You could work around this using a separate installer-generating technology, like the splendid Wix, but at the time I'd never heard of that, so I used NSIS, as described in excruciating detail somewhere... er... here.
Losing setup progjects is no big deal - it's very limited and thus often doesn't do a good job.
I'm switching over from VS Setup projects to Wix, because VS Setup MSI files result in a bad experiences for us and our customers.
Commenting by HaloScan
