Perhaps he means he wants to be able to compress his mod into a nice .exe file that the user can run and install the mod with.

Most compression programs should offer the option to create an executable file. WinRar, Winzip and 7zip seem popular. There are also a fair few installers too I'd imagine. There's one by the ClickTeam: http://www.clickteam.com/eng/installcreator.php

Not sure if that's what the original poster has in mind, but that's my guess anyway.