Jetzt hab ich's kapiert

Ja, kannst Du! Du musst ein SFX script (Beispiel unten) schreiben, WinRAR kann SFX-rar oder SFX-zip Archive anfertigen.
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SFX Script - simple example:
The script below sets the dialog title to "Calculator 3.05", changes text displayed in the dialog, sets the default extraction path to "Program Files\Calculator", enables overwriting of the already existing files and executes setup.exe after extracting all files.
Title=Calculator 3.05
Text
{
Calculator is shareware. Anyone may use this
software during a test period of 40 days.
Following this test period or less, if you wish
to continue to use Calculator, you MUST register.
}
Path=Calculator
Overwrite=1
Setup=setup.exe