makeself is a small shell script that generates a self-extractable archive from a directory. The resulting file appears as a shell script (many of those have a .run suffix), and can be launched as is. The archive will then uncompress itself to a temporary directory and an optional arbitrary command will be executed (for example an installation script). This is pretty similar to archives generated with WinZip Self-Extractor in the Windows world. Makeself archives also include checksums for integrity self-validation (CRC and/or MD5 checksums).

http://packages.debian.org/unstable/utils/makeself