Hi Cyberghost
EZSetup is very popular due to it's being free and many people including myself use it to create setup.exe's. Do a search on the general developer discussion forum and you will find some posts discussing EZSetup. I have written a web page tutorial which explains most of the basics
and the posts go in to some of the problems & solutions.
You can incluse .BMP and other graphics with the cab and place them in a folder of your choice.