You could try NullSofts NSIS together with a plugin called ZipDLL.
I'm using NSIS for the DF Mod demo, but i did not try to use the ZipDLL until now.
I'm checking if the user has installed JA correctly in order to provide a correct default installation path.
I can give you my installer script, of course.
NSIS is available here: http://nsis.sourceforge.net/
ZipDLL here: http://nsis.sourceforge.net/archive/...ZipDLLv1.2.zip