One tool that may help is
The Solution Publishing tool works with Windows Installer to let you add
Visio-specific entries, such as Visio add-ons (.vsl and .exe files),
stencils (.vss and .vsx files), templates (.vst and .vtx files), and Help
files (.chm files) to the PublishComponent table of the .msi file that you
create to install your solution on your users' computers. The Solution
Publishing tool is not designed to be an .msi file editor. It requires that
you edit an existing .msi file to enter information about the Visio files
that you want to publish. The Solution Publishing tool works with Windows
Installer version 2.0 and later.
or
within VS create a deployment project to go along with you addon project
(that' what I use).
al