As far as i understand, the express editions of VS2008 dont come with any of the "setup projects" that the professional and team editions come with. So from within VS08 Express, you are not going to be able to have a "publish" like you can with .Net apps....
That said, there are a number of 3rd party installation kits, such as InnoSetup, DemoShield/InstallShield etc.
Basically, you compile/link your release version of your application and then package it with one of the above mentioned install kits. They usually handle the zipping of the files into a "setup.exe" type application. There is however usually some scripting involved to get them working the way you want.
Also bear in mind, that while your friends wont need to have either DarkGDK or C++ installed on their computers to use your application, they will need the C++ runtime redistributable installed and of course directx runtimes, they can be downloaded from microsoft and included in your setup app. as either a full version or a web installer.
If it ain't broke.... DONT FIX IT !!!