self-extracting installators in Python?

[Harald Massa]

>> all files chosen by a user into a self-extracting.exe so that when
>> you click on it, it will extract the files and run setup.exe which

> used to make self-installing packages and is free too use and
> distribute (to the best of my knowledge..).

and with py2exe 0.5.0 a sample is provided to immediately drive innosetup 
from python. It is superb

one setup.py, one "F5" in Scite, and a distributable setup.exe is build & 
compressed (even with bz2 compression)

REALLY great.