Hmm, why ? If you deselect the Shortcut on Desktop and Start Menu icons it will just unzip itself into the directory of your choice and do nothing else
I put it into installer .exe because I remember getting shitloads of mails like "what do I do with this .zip file" and such :-( it is better this way.
And besides, I think it couldn't be easier to install this one. It is really simple