ExeScript - BAT to EXE, VBS to EXE Converter, Batch to EXE
Inno Setup - Inno Setup is a free installer for Windows programs.
Quick Batch File Compiler - Quick Batch File Compiler convert your batch files into actual program (.EXE format) in one click.
Advanced Installer - Advanced Installer is a Windows installer authoring tool for installing, updating, and configuring your products safely, securely, and reliably.
BatExe - Package a batch file plus any data into a .EXE.
InstallShield - If your software targets Windows, InstallShield is your solution.