Argh! I hate to say this, but if we're talking about the same program then the wizard is just as vague and unfriendly as the main program.
I ended up buying (shock, horror) the ClickTeam Installer.
I find it well nigh perfect. You can even change the overlay images and decide where and in which font each message will appear. But of course that's when I want to do the business on the whole app for distro.
Internally the app still has jobs to do:
a) I create and copy a folder of files (the hard way)
(- think of this as creating a demo on the fly.)
b) Point to the folder and use 7za.exe to zip it.
c) Point to the zip and use MakeSFX.exe to turn it into a self-extracting exe with desktop icon.
The point being that this can all be done internally via your Blitz code, which is what my app needed.
By the way, a few people have said that they need to execute a dos-like command, and you can use ExecFile(command /c etc) to do this, but I soon found that Command won't execute if the line gets too long.
So (hee-hee), I came up with this:
batfile$ = "Export.bat"
fileout = WriteFile(batfile$)
doscommand$ = "@echo PLEASE WAIT . . ." ; <- your commands here
WriteLine(fileout, doscommand$)
CloseFile(fileout)
Delay 500
api_ShellExecute(hWnd, "", batfile$, 0, "", SW_HIDE)
No more ugly black box!