nsis

NSIS (Nullsoft Scriptable Install System) is a professional open source system to create Windows installers.

http://prdownloads.sourceforge.net/nsis/nsis-2.46-setup.exe?download

Simple install of file.txt

# define the name of the installer
outfile "SimpleInstaller.exe" 
# define the directory to install to, the desktop in this case as specified  
# by the predefined $DESKTOP variable
installDir $DESKTOP 
# default section
Section 
# define the output path for this file
setOutPath $INSTDIR
# define what to install and place it in the output path
File test.txt
SectionEnd

Simple install of file1.txt,file2.txt and file3.txt with uninstaller

#set product name
!define  PROGRAM_NAME "ProgName"

#installer name
OutFile "InstallerX.exe"

#installation dir
InstallDir "$PROGRAMFILES\${PROGRAM_NAME}"

Section "Install"
  #target dir
  SetOutPath "$INSTDIR"
  File "file1.txt"
  File "file2.txt"
  File "file3.txt"
  WriteUninstaller "$INSTDIR\Uninstall.exe"
SectionEnd

Section "Uninstall"
  #delete files
  rmdir /r "$INSTDIR\*.*"
  #delete folder
  rmdir "$INSTDIR"
SectionEnd