Required files to be created when creating Setup

Question

Hi,

I have created an Window Form Application in VS 2010 using C#. I am using XML files for user credentials and save all the transactions in another XML file.

Both files are located automatically inside "\bin\Debug\App_Data" directory. "App_Data" is created by me.

 

Now my problem is that when i create setup of it the above directories are not created hence shown alert. So can any suggest me what to do in this case so that all the required files are located while creating setup as already available in my  Solution?