OK, so let's make it a self-extracting cabinet
Though it would require special software on your side, your clients will be able to unpack it with minimal effort.
Microsoft has a free tool that can create self-extracting cabinets. The good thing about this particular tool is that the archives it creates can unpack themselves in batch mode—that is, without user intervention (if you recall, most SFXs require user intervention to some extent, e.g., selecting an output folder, before they can proceed).
If you would like to experiment with it, get the Internet Explorer Administration Kit
and look for a file called IEXPRESS.EXE. Once your archive is ready, you can unpack it by simply runningARCHIVE.EXE /T:[color:green]C:\PATH
/C[/color][note: "C:\PATH" must exist beforehand]
will work on WINE too!