HO ESTRAPOLATO LA PARTE DI CODICE  CHE MI CREA IL PROBLEMA:
Imports System
Public Class Form1
    Dim path As String = Application.StartupPath
    Private Sub Form1_Load(sender As Object, e As EventArgs) Handles MyBase.Load
        Label1.Text = path
        Try
            System.IO.Directory.CreateDirectory(path & "\ORDINI")
            Label3.Text = "CREATO " & path & "\ORDINI"
        Catch exc As Exception
            Label3.Text = "CREATA ECCEZIONE"
        Finally
            System.IO.Directory.CreateDirectory(path & "\ORDINI")
            Label3.Text = "CREATO " & path & "\ORDINI"
            Label3.Text = Label3.Text & "              PASSATA PER FINALLY"
        End Try
        System.IO.Directory.CreateDirectory("c:\ORDINI")
        Label2.Text = "CREATO c:\ORDINI"
    End Sub
End Class
TUTTO FUNZIONA PERFETTAMENTE IN AMBIENTE VB :
DOPO LA COMPILAZIONE SE LANCIO L'ESEGUIBILE DALLA DIRECTORY DOVE E' STATO CREATO FUNZIONA  PERFETTAMENTE , MI CREA LE DIRECTORY
SIA CON LA STRINGA "c:\ORDINI" E SIA CON LA VARIABILE  path + "\ORDINI"
MA DOPO AVER CREATO L'INSTALLER , LO ESEGUO CREANDO LA DIRECTORY CON L'ESEGUIBILE E I FILES DI CONTORNO, 
SE MANDO IN ESECUZIONE IL FILE EXE MI COMPARE UNA FINESTRA DI ERRORE "Microsoft.NET Framework" CON QUESTE INDICAZIONI :
Accesso al percorso "C:\Program Files (x86)\MARCO\APPLICAZIONE3\ORDINI"negato
Dettagli:
************** Testo dell'eccezione **************
System.UnauthorizedAccessException: Accesso al percorso 'C:\Program Files (x86)\MARCO\APPLICAZIONE3\ORDINI' negato.
   in System.IO.__Error.WinIOError(Int32 errorCode, String maybeFullPath)
   in System.IO.Directory.InternalCreateDirectory(String fullPath, String path, Object dirSecurityObj, Boolean checkHost)
   in System.IO.Directory.InternalCreateDirectoryHelper(String path, Boolean checkHost)
   in WindowsApplication3.Form1.Form1_Load(Object sender, EventArgs e) in C:\Users\Marco\documents\visual studio 2015\Projects\WindowsApplication3\WindowsApplication3\Form1.vb:riga 13
   in System.Windows.Forms.Form.OnLoad(EventArgs e)
   in System.Windows.Forms.Form.OnCreateControl()
   in System.Windows.Forms.Control.CreateControl(Boolean fIgnoreVisible)
   in System.Windows.Forms.Control.CreateControl()
   in System.Windows.Forms.Control.WmShowWindow(Message& m)
   in System.Windows.Forms.Control.WndProc(Message& m)
   in System.Windows.Forms.NativeWindow.Callback(IntPtr hWnd, Int32 msg, IntPtr wparam, IntPtr lparam)
************** Assembly caricati **************
mscorlib
    Versione assembly: 4.0.0.0
    Versione Win32: 4.6.1590.0 built by: NETFXREL2
    Base di codice: file:///C:/Windows/Microsoft.NET/Framework64/v4.0.30319/mscorlib.dll
----------------------------------------
WindowsApplication3
    Versione assembly: 1.0.0.38
    Versione Win32: 1.0.0.38
    Base di codice: file:///C:/Program%20Files%20(x86)/MARCO/APPLICAZIONE3/WindowsApplication3.exe
----------------------------------------
System.Windows.Forms
    Versione assembly: 4.0.0.0
    Versione Win32: 4.6.1590.0 built by: NETFXREL2
    Base di codice: file:///C:/Windows/Microsoft.Net/assembly/GAC_MSIL/System.Windows.Forms/v4.0_4.0.0.0__b77a5c561934e089/System.Windows.Forms.dll
----------------------------------------
System
    Versione assembly: 4.0.0.0
    Versione Win32: 4.6.1590.0 built by: NETFXREL2
    Base di codice: file:///C:/Windows/Microsoft.Net/assembly/GAC_MSIL/System/v4.0_4.0.0.0__b77a5c561934e089/System.dll
----------------------------------------
System.Drawing
    Versione assembly: 4.0.0.0
    Versione Win32: 4.6.1590.0 built by: NETFXREL2
    Base di codice: file:///C:/Windows/Microsoft.Net/assembly/GAC_MSIL/System.Drawing/v4.0_4.0.0.0__b03f5f7f11d50a3a/System.Drawing.dll
----------------------------------------
Microsoft.VisualBasic
    Versione assembly: 10.0.0.0
    Versione Win32: 14.6.1590.0 built by: NETFXREL2
    Base di codice: file:///C:/Windows/Microsoft.Net/assembly/GAC_MSIL/Microsoft.VisualBasic/v4.0_10.0.0.0__b03f5f7f11d50a3a/Microsoft.VisualBasic.dll
----------------------------------------
System.Configuration
    Versione assembly: 4.0.0.0
    Versione Win32: 4.6.1590.0 built by: NETFXREL2
    Base di codice: file:///C:/Windows/Microsoft.Net/assembly/GAC_MSIL/System.Configuration/v4.0_4.0.0.0__b03f5f7f11d50a3a/System.Configuration.dll
----------------------------------------
System.Core
    Versione assembly: 4.0.0.0
    Versione Win32: 4.6.1590.0 built by: NETFXREL2
    Base di codice: file:///C:/Windows/Microsoft.Net/assembly/GAC_MSIL/System.Core/v4.0_4.0.0.0__b77a5c561934e089/System.Core.dll
----------------------------------------
System.Xml
    Versione assembly: 4.0.0.0
    Versione Win32: 4.6.1590.0 built by: NETFXREL2
    Base di codice: file:///C:/Windows/Microsoft.Net/assembly/GAC_MSIL/System.Xml/v4.0_4.0.0.0__b77a5c561934e089/System.Xml.dll
----------------------------------------
Accessibility
    Versione assembly: 4.0.0.0
    Versione Win32: 4.6.1590.0 built by: NETFXREL2
    Base di codice: file:///C:/Windows/Microsoft.Net/assembly/GAC_MSIL/Accessibility/v4.0_4.0.0.0__b03f5f7f11d50a3a/Accessibility.dll
----------------------------------------
mscorlib.resources
    Versione assembly: 4.0.0.0
    Versione Win32: 4.6.1055.0 built by: NETFXREL2
    Base di codice: file:///C:/Windows/Microsoft.Net/assembly/GAC_MSIL/mscorlib.resources/v4.0_4.0.0.0_it_b77a5c561934e089/mscorlib.resources.dll
----------------------------------------
System.Windows.Forms.resources
    Versione assembly: 4.0.0.0
    Versione Win32: 4.6.1055.0 built by: NETFXREL2
    Base di codice: file:///C:/Windows/Microsoft.Net/assembly/GAC_MSIL/System.Windows.Forms.resources/v4.0_4.0.0.0_it_b77a5c561934e089/System.Windows.Forms.resources.dll
----------------------------------------
HO USATO DIVERSI INSTALLER MA IL RISULTATO NON CAMBIA
NON RIESCO A CAPIRE DOVE COMMETTO L'ERRORE
RINGRAZIO ANTICIPATAMENTE PER L'EVENTUALE RISPOSTA