InfoPath Dev

I want to create installable form template using template with full trust. I have Visual Studio .Net installed. But when I try to create .msi, I get error "An error has occurred while creating the installer file. Visual Studio may not be installed properly". Reinstalled MSV, installation was without errors. So what's a problem? What should I do?

What versions (InfoPath, Visual Studio) are you using? I want to say I've only been able to create an .msi file with Visual Studio 2005... I know I had the same issue on one of my machines at one point, but I am afraid my recollection of the root cause and eventual solution may be a bit fuzzy.