So you've got a good command line installation and you want to deploy it without a management system. Group policy is typically the answer here because logon scripts run in user context and therefore don't typically have the rights necessary to install software. Then puzzled, you learn group policy only accepts MSI files for software deployment. A couple of options:

1) Buy a deployment system ;-) 

2) Assign it to computers as a startup or shutdown script. Doing this may be okay occasionally or in a very small environment, but you'll need a bit more scripting skills to ensure the installation does not try to run again and again. Placing a condition around the command line installation is a standard approach; if it's not installed, run the installation. Many prefer to drop a file or registry entry following the installation and check for that as a condition: if you don't see this telltale file or registry entry, run the installer (and drop that file or registry entry). 

3) Finally, there are those that prefer to keep things uniform and make an MSI out of a EXE setup not by repackaging it, but by wrapping the installation command in what is commonly referred to as a Windows Installer Wrapper. The MSI setup runs as per usual, but instead of having all the standard file and registry entries within it, it instead runs a custom action that initiates the command line installation. Microsoft has even provided examples of this themselves for packages like Internet Explorer, which cannot be deployed as a Windows Installer package due to its inability to alter system protected files. 

When creating a MSI wrapper, you’ll need to take special care to have a custom action not just for the installation but for the removal of the software. Because Windows Installer technology was not used in a traditional way (laying down the files and registry entries directly) it cannot support it’s normally inherent ability to remove it (or roll back in the event of a problem).

A handy tool for doing this with no real knowledge of Windows Installer technology is to use the free Windows Installer Wrapper Wizard. Though it was unavailable for a long period, I’m happy to report that the author of this old tool, Vincent van Egmond, has agreed to make it available to the community here on ITNinja: