Making an install program can be very difficult, as it requires a LOT of work up front, and can be hard to manage. There are install programs you can download off the internet, as well as I think Microsoft has one that is available through visual studio. Other than that, there is InstallShield, among others. They cost money though. Writing one yourself is a different story.If you'd like to do this, take a look into the win32 API as well as a compression format or packaging format you'd like to use to package your files up.
-------
I've got spurs that jingle jangle jingle.
As I go riding merrily along.
And they sing, "Oh, ain't you glad you're single?"
And that song ain't so very far from wrong.