You can make an install package (rw1062.exe) in the current Windows
style by using the installer kit Inno Setup 3.0.x, x >= 6 from
jrsoftware.org.  (Inno Setup 2.0.x, x >= 17 will also work if MkRules
is edited correctly.)

You need the R installation built completely (see ../INSTALL: this
includes making bitmap and Tcl/Tk support and the manuals).
It's worthwhile testing it too!

Go to the parent of this directory and make the distribution zip
files and the recommended packages by

make distribution
make recommended

Then edit ISDIR and IS_VERSION in ../MkRules and run

make
make clean

You will have rw1062.exe and a set of files miniR* for the floppy-sized
distribution.