There are several projects available for creating installers. I use izpack (http://www.izforge.com/izpack/), which is a free product. The created install package (a jar file) can be run on any system.
Piracy prevention is a whole topic unto itself (or even a whole book).
So why doesn't izPack meet your needs for a client side installer? (I am not trying to push that product, just trying to drag some information out so we can try and answer your question.)