I just wrote my first Windows installer for our Sophomore game project using Inno Setup. Inno Setup is a free scriptable installer builder. You will need to edit the install script to get the desired behavior, unlike some tools that can do just about everything with a GUI interface, but the script is quite easy to understand and edit. The process was fairly painless even for someone with absolutely no prior knowledge of Windows installers. The resulting installer executable works beautifully and took only a handful of minutes for me to write. I highly recommend that anyone looking to write a Windows software installer take a look at Inno Setup before purchasing any commercial alternatives.