I have written a utility in delphi 5 professional which requires the some files while executing. I want to make a setup file which installs my utility program along with the other required files.
You can use InnoSetup to create professional installers here is the download link... http://www.jrsoftware.org/isinfo.php
I'd go with InnoSetup any time if using Microsoft Windows Installer is not a requirement. If you would like to use MSI, then I'd recomment diving into Windows Installer XML , which is relatively easy to use for simple setups.
Delphi 5 came with InstallShield Express that is useful for simple setups (and IIRC could also install the BDE...) and is simple to use - if you have a "legal" copy you should find it easily on the installation CD (it should also be offered by the installation app autoruns launches).
As Inno Setup received many votes I would like to mention that it exists Embarcadero RAD Studio expert which integrates Inno Setup directly in this IDE called RAD & Installer : http://rad-installer.com/
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