Your own setup routine ...

[Lumumba]

If you want to create your own setup routine, you can use IExpress.exe which is part of W2K/XP (..\System32) to create self executable/self installing CAB archives.

It also creates a SED file (Self Extracting Directive) which logs the installation. Licence advise, final text file etc. is optional. Only issue, it seems not possible to include subdirectories

For other OS's you can find it here, as part of the Internet Explorer Administration Kit: Download

[Lumumba]

IExpress HowTo: Download