This How To will cover creating a shell script that contains your installable product inside of it and can be used to install your product on a target machine. This is essentially one file that contains both the files to install and the install logic within it. You'll need a few tools to start off with, namely

uuencode

and

uudecode

These are historical unix tools. From the wikipedia page, at http://en.wikipedia.org/wiki/Uuencode