Your comment on my previous answer indicates that I had some faulty assumptions. Based on the error you reported, and the wording of your quesiton, I (and the others who answered) assumed that you were publishing your WinForms applicaiton to a Web Server. This is a logical assumption, because the "Front Page Server Excensions" would only occur if you were attempting to deploy to a web server. You may not realize you were attempting to publish to a web server, but the message tells us that you are.
Your comment on my other answer indicates that this is not the case, but rather you're intending to deploy it elsewere. (Perhaps a file share, perhaps a CD.)
It sounds like you don't yet fully understand how to publish to each different location.
I strongly recommend this video: http://windowsclient.net/learn/video.aspx?v=14105
and this section of MSDN: http://msdn.microsoft.com/en-us/library/748fh114(VS.80).aspx
but particularly, this article: http://msdn.microsoft.com/en-us/library/31kztyey(VS.80).aspx which shows the proper way to publish to each of the valid targets.