We posted at the same time. I repost so you notice on the forum home page.
EDIT: allright, you are reading now.
Maybe you'll read this, I won't post again.
If you choose NSIS then you could download HM NIS Edit (mentioned in the article) to help you with writing the scripts (it checks your syntax).
Start with the samples provided with NSIS.
1. Install NSIS.
2. Click File/Load Script and pick one of the files in C:\Program Files\NSIS\Examples\Modern UI.
3. Click "Test Installer"
4. Open the script you created with Notepad (or NIS Edit) and read it. If you choose (for example) the script with the name "Basic.nsi" in step 2, then you have created an installer named "Basic.exe".
5. Click File/Help/NSIS User Manual to read it
The idea is that you use the compiler to "run" the scripts you write. Then NSIS compresses the files you specify in the script and creates your SETUP.exe.
You can create an uninstaller.exe and include a page to choose components (if your program has several versions, for example installation for users and installation for server).
Using NSIS, you can write your installation directory and other parameters to Windows registry with relative ease,
so you can throw away your program's config file, if you use one.
In that case, if you're using VB for example, you can use the VB instructions "GetSetting" and "SaveSetting" to get and put information in the registry, instead of reading parameters from a config file.