Win Zip and Winrar....
Well, I know that you can make an automatic installation with Winzip, but you cannot distribute it unless you pay a large amount of money for the pro edition. Winrar, I have never used. My cousin might have it, I will ask him.
You know when you install a game that came on a CD? The installer I am talking about is one that would come on a CD, and maybe let you make an option to create a desktop shortcut, or a sub menu in the start menu. That kind of stuff, not just decompression.