Create a "Portable" EXE of an application install.

I have a Windows applications that comprises of an EXE, and bunch of DLL's and some Registry entries required. I would like to create a Portable EXE of this installation. That is to say, everything that is required to run that app, apart from the database of course, will be in this one exe. I have seen this done for apps like Dreamweaver, Corel and various other applications. There are products that supposedly can achieve this such as Molebox and Cameyo and so on but I do not know if these will achieve as I have described above. a) I will supply an Install and a list of the files that are in the install so you can create the Portable from that b) I would want to know, written in a step by step process how to do this so I can do the same for some other apps I have.