Multi-Platform installer generator

[Nicodemus]

Hello list,

On windows my company uses Inno Setup to generate installers for our 
products, and on Linux we usually use a simple shell script, but we 
would like to use the same installer generator for both platforms. 
Searching google turned up some multi-platform installers (mostly in 
Java), but I gather that they require a Java VM installed in the target 
system, and that is undesirable for us, since most system don't come 
with a Java VM ready (or am I completely wrong in this aspect?).

So does anyone know if a multi-platform installer generator, that 
generates installers with GUI and has no requirements on the target 
system, exists?

Best Regards,
Nicodemus.