I will attempt to give you step by step instructions here:
1. first figure out the files you want. the files i will use as an example are file 1.txt, file 2.txt, and file 3.txt each is in a different folder on the c: drive
C:\folder 1\file 1.txt
C:\folder 2\file 2.txt
C:\folder 3\file 3.txt
2. Open winrar, and click the button labeled Add. This opens the archive name and parameters window. We start out on the general tab. First you must choose a file to use and it's location. My example will be C:\Documents and Settings\(My User Name)\Desktop\example.rar
This information goes in the form for Archive name.
3. Now go to the files tab on the archive name and parameters window we have open. Here you will put the files you want to add. To do this easily hit the Append button. You will now browse to and select the file(s) in that folder that you want, then click ok. To add file(s) in another folder simply hit append again and do as you did before. These files will be added on to the list after the ones from before. Once I finished with the example files my Files to add form looked like this:
"C:\folder 1\file 1.txt" "C:\folder 2\file 2.txt" "C:\folder 3\file 3.txt"
You must now go down to the File paths drop down on this tab and select Store full paths.
4. You may now go through and select any other features you want to change, such as compression method and other things.
5. We will now make a EXE file out of this rar (or zip if you choose). Just hit okay on the archive name and parameters window and a rar file (or zip) will be created in the location you selected with the name you choose. My example appears on the desktop. Once you do this just double click the rar (or zip) to open it. Once it is opened into WinRAR just go to commands on the main bar and select Convert archive to SFX which is on the bottom of the list, or click the button labeled SFX if it is on your button bar. From there you must select the advanced SFX options button on the SFX tab. On the general tab of the window that opens you need to type C:\ as the path to extract. There are many other options in this window for custimize but we wont go into them. Now hit okay. An exe version of the archive should appear in the same location as the archive. Now you are finished.
If you have any problems just ask.
I also uploaded a
rar file with both example.rar and example.exe that I made during the tutorial for you to look at, along with a .txt file of this tutorial.