how to create msi installer instead of setup.exe

Hi..

I know this will sound like a very stupid question.
I currently have a project which create a single setup.exe file.

My project is a basic MSI project, and when I built the release I choose Media Type=Web, Web TYpe=One Executable
I select Download Engine from the web and the rest are the default value.
It will then generate a setup.exe file.

My question is :
Is it possible to generate Product name.msi file which is equivalent to the setup.exe file?

FYI, my installer is built for 10 different languages. IN this case I can't use uncompressed to get msi file as the uncompressed is only used for one language.

I tried all combination during release but I didn't managed to create it.
Some times it creates a lot of cab file, sometimes with all the uncompressed file.

Any help is welcome.
Thank you

agustina_s

agustina_s