Setup Package

If you are using .Net framework then the best and easiest choice for you is to make a Setup and Deployment project or Setup wizard.

Also you can use NSIS (Nullsoft Scriptable Install System), It is a professional open source system to create Windows installers. It is designed to be as small and flexible as possible and is therefore very suitable for internet distribution.

You can edit the script setup for the NSIS package using a simple editor like notepad or you can also use Mihov NSIS Helper, It is a program for graphical creating of script files for NSIS.

There another option for you InstallShield but this tool is not free.