NSIS 2.01 is now available. NSIS is a free tool that wraps applications in installers (and uninstallers) for Windows. The book includes an example of how to write an NSIS script with a custom installation step. Once you’ve written a script, you can then compile it using the makensis compiler to get a self-contained .exe file. And, of course, being hooked on automation you’ll stop at nothing to make your computer automatically run the compiler as one step of the release procedure. According to the release notes, that computer no longer has to be a Windows machine:

The NSIS compiler, makensis, can now be compiled on POSIX platforms. This includes Linux and *BSD. It also compiles on Mac OS X, but unfortunately, due to endianity related issues, it doesn’t yet work on it. This allows you to run makensis natively, without the use of Wine. Armed with native makensis and a cross compiler, you can easily create nightly builds of Windows applications on a *nix server.