You can make an install package (rw????.exe) in the current Windows
style by using the installer kit Inno Setup 3.0.x, x >= 6 from
jrsoftware.org. 

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 edit ISDIR in ../MkRules and run

make distribution
make clean

You will have rw1???.exe and a set of files miniR* for the floppy-sized
distribution, both in the ../cran directory.