package and deployment wizard

hi, I am having a problem when trying to run the .exe I created using the VB 6.0 Package and Deployment Wizard. The error I get is:
Could not open the file named: SETUP.LST
Please help! Thanks!

setup.lst is a control file that is used by Setup.exe and Setup1.exe.
When you create a package using the P&DW, you end up with a
minimum of 3 files, Setup.exe, Setup.lst and nameofpackage.CAB.
You have to have all three of these files together in the same
directory in order for the install to work.