http://www.pcmech.com/article/hidden-in ... indows-xp/
Some people like to create their own installation executables because it looks professional and it’s just plain cool.
Windows XP has a utility called IExpress that will do just that.
Note before continuing: Yes you can do this with WinRAR and WinZIP also, however this is free and free is good.
To Access: Start / Run / Type iexpress / Click OK