It looks like it's a little known fact, but StuffIt Expander usually will expand self-extracting .exe files - just drag it onto it. You will notice a longer "freeze like" delay ("Oooops! What's this!? Let's see if I find something .zip-like hidden inside..." :-) but usually it will then start to expand it. Nevertheless - self-extracting archives are a bad idea on both platforms - it's a useless overhead, it creates the risk of virus distribution like Geekholder stated, and it is really safe to assume that everyone able to conntect to the net will be able to have a decent expander installed on the system as well.