How do you make one EXE or .bat file containing registry and setup files

Hi clever people
I am trying to create a exe or .bat file containing about 15 registry entries, as well as setup up files for acrobat reader, nero6, compatibility packs for windows and windows ie8 with its updates. i want to be able to reload a PC or Laptop, load the drivers and load this file (this is basically my preflight that i want in one exe or batch file). please any help would be appreciated