最简单的方式是这样的：

the easy way is like this:

rar a -r -sfx -z"f:\xfs.conf" auto_install install_me.exe

它会自动在windows.And创建auto_install.exe您需要创建自解压配置的xfs.conf文件;我的例子是：

It will automatically create auto_install.exe in windows.And you need to create a xfs.conf file for sfx configuration; My example is:

; The path to the setup executable
Setup=install_me.exe
; Extract the files to a temporary directory
TempMode
; Use semi-silent mode
Silent=1
; Overwrite any existing files
Overwrite=1
; The title of the SFX archive
Title=Running
; The text to show initially when the user clicks on the SFX archive (will only matter if using Silent=0)
Text
{
The book is preparing to start.
}

告诉我，如果你仍然有问题。

Tell me if you still have problem.