To manually create a self-extracting executable, I use IExpress which is built in to Windows (edit: its from the IE Adminstration Kit). I'm looking for a way to automate this using FinalBuilder, our builder of choice. Is there a way to do this? Maybe a batch script that can be run from FinalBuilder?
I ended up going with 7zip's sfx feature, which you can get when you download the 7zip extras.