I'm experienced with NSIS, and I could set up an installer...
For this game I foresee problems, though. Since installations to "Program Files" tend to be restricted to administrator approval for changing or adding files, it could be a nuisance to add in girl packs and other mods. Also, any files modified or saved by the game itself (just the savegames in this case, I'm pretty sure) would be stored off in the hidden VirtualStore folder (in Windows 7 for instance, it would be "<USER>\AppData\Local\VirtualStore\<rest of path>") and would be a nuisance to get to for the average user.
We could modify the game to have it store all such files in a common location such as "My Documents", but that would result in the largest bulk of the game data being stored there rather than the game installation folder.
At that point, was it really worth it to have it install rather than just unzipping it into a normal folder?