You just described what seems to be a revelation amoung XP users in that it is installed by default on those machines and all one has to do is type iexpress into the Run Box to get started building your own MS update type of self extracting, self installing executable. You will need Windows and it's 32 bit file system to pull it off though. The program has actually been around since NT days so nothing really new about it.
See this KB article on it and find a download location for XP less peoples.
http://support.microsoft.com/?kbid=237803
A bit more info here.
http://www.calwell.ca/article.php?story=2004062014591936
Copy, Paste into Notepad, Save As an .inf file the following lines. Then right click and choose Install to associate .sed file type such that you can just double click one to launch iexpress. Or launch it from the Start Menu just like a real program. Make sure you have installed the downloaded files to your System or System32(NT) folder first. Shortcuts don't get made if the executable is not where it's supposed to be (no icon to work with).
; IExpress Installer Inf
;
[version]
signature="$CHICAGO$"
AdvancedINF=2.5, "You need a newer version of Advpack.dll"
[DestinationDirs]
Cpyfile =11 ;Windows\System LDID number
; also WinNT\System32 LDID number
[DefaultInstall]
AddReg=Adkeys
UpdateInis=MakLnk
[Adkeys]
HKLM,"Software\CLASSES\.sed",,,"SEDfile"
HKLM,"Software\CLASSES\.sed","Content Type",,"text/config"
HKLM,"Software\CLASSES\.sed\ShellNew","NullFile"
HKLM,"Software\CLASSES\SEDFile",,,"Iexpress SED"
HKLM,"Software\CLASSES\SEDFile\DefaultIcon",,,"iexpress.exe,-2201"
HKLM,"Software\CLASSES\SEDFile\shell\open",,,"&Open"
HKLM,"Software\CLASSES\SEDFile\shell\open\command",,,"%11%\iexpress.exe %1"
HKLM,"Software\CLASSES\SEDFile\shell\print",,,"&Print"
HKLM,"Software\CLASSES\SEDFile\shell\print\command",,,"%10%\NOTEPAD.EXE /p %1"
HKLM,"Software\CLASSES\SEDFile\shell\edit",,,"&Edit"
HKLM,"Software\CLASSES\SEDFile\shell\edit\command",,,"%10%\NOTEPAD.EXE %1"
[MakLnk]
setup.ini, progman.groups,,"group0="
setup.ini, group0,,"""IExpress"",""""""%11%\Iexpress.exe"""""",,,,,Iexpress"