If it's just a set of folders, and running a file at the end (that is, no registering DLLs, no adding keys to the registry, no conditional installation) you can actually get away with an archiving software like WinRAR or WinZip.
One of the last packages I developed called for a set of files to be deployed to the user's machine, an executable to run and then all files removed right after execution. WinRAR allowed us to create a single EXE file, that, uppon execution, unpacked all files to the temp directory, ran the exe and deleted all the files right after the app was closed. And it also allowed us to configure the file's icon, so it looked like a genuine application.
The final nice touch is that the end users do not need WinRAR (or WinZip) installed on their machine to use our file. In fact, they are not even aware of the fact it's a WinRAR archive.