Deploy my application in Client Computer without attaching Database by my self

I Use Visual Studio 2010   to create costume Desktop application (in vb.net) for Small businesses, i use sql server 2008 for Database.I follow following steps

1. create setup of my application(xxx.msi) 

2.go to client system install sql server 2008,and attach database there 

3. then install application on client system 

Now im getting some good opportunity to grow ,and i want my application to be more professional and up to industry standards 

So, how can i crate my setup which attach database/create Database in Client's System during installation?

i have Tried http://msdn.microsoft.com/en-us/library/49b92ztk(v=vs.80).aspx , i don't know what i have done wrong ( almost tried it 4 to5 time)  but it didn't work for me.