I know winrar has self extracting archives i think everyone is mis-interpreting my question.

Is it possibly to code a windows .exe file like those in a PC game. And have install like a PC game. You know. Like Battlefield 2 for example. It installs the minute it hits your CD drive to a directory after you insert a CD key and then choose your install path. sound familiar?

Except instead of installing a PC game to a directory like Battelfield 2,You install a whole CD of winrar'd PSX iso's to a directory. idk how else to explain this. I wanna know if you can create a menu like that. you know have an windows .exe contain a CD or DVD's worth of Winrar'd PSX Iso's to install on your hard drive like a PC game.