SFX Installer
SFX Installer is an installation tool that allows developers to distribute their software packages as one single file, either self-extracting or as a compressed ZIP file, with or without the installer integrated. The installer is able to do the standard actions: create an installation directory, handle CONFIG.SYS entries, generate program objects etc.
Source and References
Home Page (Pillarsoft): [1]
Licence and availability
Discontinued closed source shareware that came with an USD35 registration fee, was also available as a part of the Pillarsoft Suite. The company offered a free licence to developers of freeware software but as they are no longer contactable it is doubtful that anyone will be able to claim that.