Windows “special folders” are a mess. Each version of Windows uses
different locations for these folders. This can cause issues when trying
to use these folders in your .NET code.
VisualStudio MSI deployment projects support some of these special
projects, however ProgramData (a new folder for storing application data
in Windows Vista, Windows 7 and Windows 2008) is not supported in
VisualStudio (yet, VS 2010).
To deploy a file to this folder, create a “Custom Folder” from the
special folder menu, set its name to anything you fancy, but set the
following two parameters like this:
DefaultLocation = [CommonAppDataFolder]\ Property = COMMONAPPDATAFOLDER
 in the first line)