Windows contains per default the program iexpress. This application allows you to create self extracting packages. It is located under C:\Windows\SysWOW64 on a windows 7 64bit OS.
1. First start the application and select the option to create a new self extracting file.
2. Now choose what you want the package to do. Extract and run a program , just extract or create compressed files
3. Give the package a title
4. Choose whether you want user interaction (confirmation)
5. Choose whether to show license information from a file.
6. Select the files that should be added to the package
7. Choose how the extracting process should be visible
8. Add a finishing message or not.
9. Now enter the package file name and location. The program creates two files. One .EXE and a text file with extension SED (Self extracting Directive) containing the information to edit the package without having to enter all information again (use at 1.)