You can't do custom actions with ClickOnce deployment. IF you want some kind of custom actions *during* installation, you need to use a setup & deployment package.
With ClickOnce deployment, you can deploy prerequisites that may do things like install the .Net framework, or install 3rd party components in the GAC, or run a .net program to set something up, but these happen prior to the ClickOnce installation.
I recommend either using a setup & deployment package, or writing a small setup & deployment package to do what it is you want to configure, and deploying that as a prerequisite to the ClickOnce deployment. It will only deploy once (the first time they installthe app). It depends if what you are trying to configure needs to run after/during the actual installation, or if it can run beforehand.
If you deploy something to do your config stuff prior to the ClickOnce app, you can still take advantage of ClickOnce to do the incremental udpates on your application.
RobinS.
GoldMail.com