I believe you can use the product on the following link to do such a think.
http://www.pocketpctoolkit.com/InstallerFeatures.php[
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I had been using a packaging think I had tinkered with to do what I needed, but I might see about investing in this!
I just tried it out, and yes, if you click YES, it will continue to install, if you click No it says "You will now leave the installer"
So for around $40 seems pretty neat! GUI is a little basic, but maybe with customising it, you can improve the look.