It ain't at all the same thing, but some time real soon now I intend to contribute a CPAN module that wraps up the Windows installer API. The module facilitates generating .msi files, but at a pretty low level, and at that level it ain't pretty! If you are interested, keep an eye out for Win::MSI::Highlevel arriving some time over the next few weeks.

Installers for "interesting" applications are very hard to get right. The Windows Installer (.msi) technology tries to make it easier to generate a fully transacted "correct" installer, but it's pretty hard work and free for all scripting is simply not a part of the plan.