Expose setup in what file format: zip, exe,..?

this may be a stupid question... but I have created a setup.exe using Installshield that installs my application. I cannot use an MSI because I want to include prerequisites, like for example .NET 4.0 framework web install.

So, I put this setup.exe on my web site somewhere, but when I try to download this I get 'The page you开发者_开发百科 are requesting cannot be served because of the ISAPI and CGI Restriction list settings on the Web server.' Obviously a security is going on that makes it impossible to download executables.

So I zip it to setup.zip, and now it can be downloaded.

My question is: what is the best way to distribute such a setup via the web? Is it acceptable to make it a zip file for users to download (because then they have to unzip it first), or should I just allow an executable to be downloaded?

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I've seen this practice for some products and it's always annoying. Why would you give me a ZIP file which contains a setup file? There are no advantages, but a lot of disadvantages:

• I need to perform an extra step to extract the ZIP
• I need twice the disk space (the ZIP plus what's inside it)
• Most users don't see a ZIP file as an installer, they are used to "setup.exe" or "setup.msi"

The correct approaches are:

• configure your website to allow EXE file downloads

or

• distribute a ZIP which contains your application files (instead of using a setup file)