Setup in c#.net 2005(Window application)

Question

I've done 2 window projects in c#.net 2005.And its going ok.But what i've problem now is anytime i made changes i have to modify my setup & deployment project as well.Is there any other way to generate exe file for end users which could be used after compiling/building the project(without using setup& deployment).
Also i would like to know about the server name & database name to be changed in app.config file while using at users.i.e sometime had to test with test database(similar database in different server for testing purpose).its very important to me & early response from any is appreciated.
thanks