NOT ABLE TO CREATE SET UP

Question

I m making an application & i have imported the ms flexigrid control in my form & while creating set up following warnings comes up:- (1) The following files may have dependencies that cannot be determined automatically.please confirm that all dependencies must have been added to project. c:\windows\system32\msflxgrd.ocx. (2) WARNING: This setup does not contain the .NET Framework which must be installed on the target machine by running dotnetfx.exe before this setup will install. dotnetfx.exe is redistributable. if my client doesnot have dot net installed on his pc, then the project created on dot net will not be installed?. the what is the use of set up? please help?