Using Visual Studio 2005/2008, you don’t need to write any code to add a uninstall option for a Setup project (Yes I know some people can write code to do it)

1) In the Setup Project –> File System windows –> Right Click “File System on Target machine” –> add a Special Folder, select System Folder;

2) Into this system folder Add a file. Browse for msiexec.exe from local System32 folder and add it. Override default properties of this file as follows:

Condition:=Not Installed (make sure you put ‘Not Installed’ exactly like that, same case and everything),
Permanent:=True,
System:=True,
Transitive:=True,
Vital:=False.

3) Create a new shortcut under the ‘Users Program Menu’, Set Target to the System Folder which you created in the step 1. and point it’s at the msiexec.exe. Rename the shortcut to ‘Uninstall Your Application’. Set the Arguments property to /x{space}[ProductCode].

5) Build the project, ignore warning about the fact that msiexec should be excluded, DONT exclude it or the setup project wont build.

The ‘Not Installed’ condition and Permananet:=True ensure that the msiexec.exe is only placed into the system folder as part of the install IF it doesn’t aready exist, and it is not removed on an uninstall – therefore it;s pretty safe to ignore that warning and just go for it.

(Based on the description from SlapHead)