Usually, you unzip to a temp path and then the install program automatically fires up.

Personally, I dislike the full InstallShield package, because it's pretty complex and not very logical. I do use InstallShield Express a lot, but it doesn't come with a packager (I don't know actually since I use a packaged version from BC++ Builder), but WinZip handles that aspect of the app.

Winzip is really kind of handy because you can create your own installers in VFP code (which i have to do a lot actually for Web installs) and fire those off automatically, which you can't easily do with the other tools unless you do scripting.