Creating a self-executing installer with Winrar

You can use Winrar to create self-executing installer from the msi's and setup files you create from a Visual Studio Setup project.

Here are the steps:

1. Put your MSI and exe files in a folder.
2. Right click folder and select "Add to Archive"

3. Make sure that the archive format is set to "RAR" and check "Create SFX Archive" and "Create Solid Archive". The archive name extension automatically changes to ".exe"

4. Click on the "Advanced" tab and click on the "SFX Options" button.

5. In the "Advanced SFX Options" dialog - enter the path name to your .exe file. In my case "\Program\Setup.exe".

6. Click on the "Modes" tab and select "Hide all" under "Silent Mode" radio button group.

7. Click on Update tab. I set the "Overwrite All Files" as my  overwrite mode. This will replace all install files.

8. To set an icon to your installer, click on the "Text and Icon" tab and set your options

9. Click OK on both the open dialogs and you'll have your self-extracting exe

There are several other options you can change based on your needs.