I used code from this forum post:http://www.arduino.cc/cgi-bin/yabb2/YaBB.pl?num=1256047950 and designed some graphics and modified the script slightly and this is the result: one Windows installer for version 0022. I couldn't upload 'icon16.ico', but it is just the one in Arduino.exe.
http://www.win-fix.co.uk/downloads/Arduino0022.exe
Arduino.nsi (3.22 KB)
arduino.bmp (207 KB)
header.bmp (34.3 KB)