The SFX set the ability to modify the registry.

It would seem that the Power Archiver is not there, what to improve, but you can. In the wizard, self-extracting archives SFX lack the capacity to modify the registry. This is quite important for creating installers programs that the actions require typing in the registry registration key or enable the service also requires an entry in the registry. Such an option exists, for example. SFX wizard in the free HaoZip.