Hi Eduardo,
It's why I asked which framework you're targetting...
With Framework 4.0 and up, if you look at the properties of the referenced COM objects (open references in the project explorer from VS then Right-click then properties or Alt-Enter) you get the following window (sorry for the french):
You'll see that by default, VS incorporate the generated proxies into the final assembly: this is why you don't have to incorporate them another time.
The main drawback of this, is that you have to recompile and redistribute your addon to gain the changes over each PL.
So remove the generated proxies from your installer project and it'll be fine.
You don't need to install SDK or anything else.
Regards,
Eric