How to publish console app into executable

When I publish my console app I get three files:

1. Application Files (Folder)
2. ClickOnce Application
3. setup

There has to开发者_运维百科 be a way that gives me just a .exe that has everything the app needs to run within in.

I'm using Visual Studio 2010, and don't see any obvious options that would allow me to do this.

Note: Using the setup file appears to just make a shortcut to the ClickOnce Application that I already have.

Look in the bin directory of the application, it should have published an executable for you.