Windows has it's own file creation and installation software that allows you to do just this,
How to create your own setup file with Microsoft Windows XP and Vista
1- Click on Start menu and then click on Run, to open RUN dialog box. (or start, search in Vista)
2- Type Iexpress and then click ok, Iexpress Wizard appears.
3- Select first radio dox (Create new self extraction directive file) and then click next.
4- Here select final result of the package and then click next.
5- In this section you can type a title for your install file, type your title and then click next.
6- If you want to confirm that the user wants to install your package, select second radio, otherwise select first radio, and then click next.
7- Here you can include a License agreement for your installation, if you want a license agreement, type your license agreement in a text file and then include file.
8- Now you can select your files in this section, click Add button to add your files and then click next.
9-if you have selected to run an installation command in step 4, here you should select your command.
10- In finished message section you can include a finish massage for your installation.
11- Click finish to create setup file.
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