Steve Riekeberg has very kindly crafted an installer for PN2 using NSIS instead of the traditional Inno Setup.
update: corrected the link!
Give it a whirl and let me know what you think - do you prefer it to the existing one?
You can also download the NSIS script.
Well, I would like to see a MSI for PN2. With the WiX toolset (http://wix.sf.net) it should be pretty easy to do - I would create one if I wouldn’t leave for the holidays soon (well, I can create one in April if anyone is interested :])