I am surprised I could not find this question already asked, so if I simply missed it please notify promptly.
I need to write a very small, fairly simple application in .
You could try BitRock's InstallBuilder. From their website:
BitRock InstallBuilder is a development tool for building crossplatform installers for desktop and server software. With InstallBuilder, you can quickly create professional installers for Linux, Windows, Mac OS X, Solaris and other platforms from a single project file and build environment.