What does “Wrap the file in another setup package

Question

I am working in Visual Studio 2012 and I was missing the "Microsoft.Office.Interop.Excel" assembly. After downloading the missing exe from http://www.microsoft.com/en-us/download/details.aspx?id=3508,
the instructions are as follows:
"Wrap the O2010pia.msi file in another setup package through Visual Studio or other Windows Installer aware setup editor"
I ran the exe, but the missing assembly is still missing from Visual Studio. I am quite new to development and after googling for a while, I am no closer to understanding what this means. I would greatly appreciate some insight.

Answer 1

You did not read it correctly. The page says "Use one of the following installation methods". The one you are asking about is what you do when you create an installer for your program so the PIA also gets installed on your client's machine. You are not there yet.

You should not be doing this anymore, PIAs are outdated since VS2010. Replaced by the "Embed interop types" feature, aka "NoPIA". Project, Add Reference, click COM, select the "Microsoft Excel xx.x Object Library" entry where xx.x is the version number of Office you've got installed on your machine. This automatically adds the Microsoft.Office.Core and Microsoft.Office.Interop.Excel references to your project. With their Embed Interop Types property set to True so you don't have to install anything on the client's machine.

If you don't see this entry then you will need to install Office on your machine. Required to add the reference and to debug and test your code.