Chris,
When you create a new project, all the uninstall settings are automatically created for you. You do not do anything with the default settings -- you can modify the original settings, but it's not recommended. SetupBuilder handles it for you behind-the-scenes. Microsoft recommends not to add an uninstall shortcut (especially not in the new Win8 environment).
See attached screenshots.
BTW, the uninstall .exe is not linked in. It's dynamically created at runtime.
Friedrich