*"There are options to do more than just extract." *

Cool, I hadn't seen those. You could do a fairly good setup with them. 

No need to do zip first though, you can create the SFX directly. One thing you probably want to do is check 'use the current folder' in the advanced SFX options otherwise the default is program files - at least on my 4.x version.

"Democracy is a pathetic belief in the collective wisdom of individual ignorance." - H. L. Mencken