Wendersnaven.com (a resource for nwn2 builders)

PIPBoy3000 posted something a while ago about how to create a self-extracting installer. He even posted the script he used for Pirate Cards.

Check it out:
http://nwn2forums.bioware.com/forums/viewtopic.html?topic=534921&forum=1...

Download the NSIS here:
http://nsis.sourceforge.net/Download

Once you have it installed, copy his script to a txt file, change the extension to nsi, and update it to reference your project and files instead. Drag and drop it into the compiler window and it will do everything for you.