So my recommendation is not to use the wizard at all but instead go straight to the options page, which not only has more features but also gives you more control. How do you get there? Thought you would never ask. Right-click on your project name in the Solution Explorer and select properties. In the new window select the second last tab on the left called Publish - voila you are there. If you see the screen shot you will notice I have highlighted the urls you need to be careful of. This is where you can add other external dependencies, called Prerequisites (which were not automatically picked up as they are not referenced at design time). Most of the other options are self explanatory.
Also, if you go over the Sandbox to check out the Clock v2.0 (which was recompiled for Beta 2 - no new features other than to get it compiling), and try to install it, you will notice you cannot; instead you would see a funky looking xml (ain’t that funky btw). Well that is because the “.application” MIME type is not registered on the server that hosts this site. Since this is not a dedicated server, I don’t have any control over it and cannot just “switch it on” - I need to open a ticket for that and not sure how that will go. But, till then if you do look at the xml you can find out some of what is under the skin of ClickOnce.