Current tendency to ship even smallest apps (like simple games, tools, etc) with .msi or even with .exe that can do virtually anything is very annoying. After app is installed it is run as standard user, but it is useless if during installation it can do what it wants.

For example configuring fire wall, maybe I do not want to that my new shiny 15kB calculator application have full access to the Internet (for incoming connections :) )

Custom actions inside msi are even worse, since it is possible to run custom function inside provided dll!

How do you manage to handle this, just ignore problem, or maybe have some unknown for me methods of running msi packages? And from other side, why the hell every body is know making installers? In many many cases simple zip file will be enough at least as a opportunity to standard installer.