[Windows Mobile] hilaireg:
Since you're looking to cook this into a ROM and since you'll likely run into this scenario again; here's the long method of doing it in case the shortcut methods don't work.

Step 1: Extraction

Use WinRAR (or other extract) to extract the contents of the .EXE

Open _SETUP.XML with a text editor

Step 2: Rename Files

Rename the extracted files as per the names in the .XML.

Here is an example; extracted filename in blue should be renamed to green.

<characteristic type="FileOperation">
<characteristic type="\temp" translation="install">
<characteristic type="MakeDir" />
<characteristic type="[COLOR="green"][B]HTCIMSSvc.exe[/B][/COLOR]" translation="install">
<characteristic type="Extract">
<parm name="Source" value="[COLOR="Blue"][B]HTCIMS~1.001[/B][/COLOR]" />
<parm name="NoSkip" />
</characteristic>

Step 3: Examine .XML & .REG

Examine the contents of the .XML file. If the file contains several actions, you would likely rename the file to .PROVXML - this thread has some good links for you to review.

Tip, file copy operations could be moved to a INITFLASHFILES.DAT file eliminating the need for the .PROVXML.

Examine the contents of the .REG file. The contents of the file will become your .REG (or.RGU) file for your OEM package.

Tip, look at the structure of an existing OEM package (ex: there are some for PkgToolsBuildOS & VisualKitchen).

A few other observations

bootstrap; this hotfix runs a setup bootstrap. You may need to perform a pre/post device capture using an application similar to dotFRED Task Manager. Here's how with dotFRED Task Manager:

Launch the dotFRED Task Manager, select Registry, select Export Registry, exit.

Run the hotfix, don't restart if possible.

Launch dotFred Task Manager, select Registry, select Export Registry, exit. Restart.

Launch dotFred Task Manager, select Registry, select Export Registry, exit.

You should now have 3 registry exports (or 2 if a forced restart): pre-install, post-install, post-restart. Use a comparison tool (ex: BeyondCompare) on your PC to compare the contents of these exports so as to isolate any pertinent actions/registry changes executed by the bootstrap.

registry changes; this hotfix applies changes to the Windows registry.

shortcuts; none created.

files; there are six files in this hotfix payload. Since you will be cooking a custom OEM package with the hotfix, it's possible you won't need most of these files as they are typically used by the hotfix installer.

directories; there are two folders created in this hotfix payload. Since you will be cooking a custom OEM package with the hotfix, it's possible you won't need to create these directories as they are typically used by the hotfix installer (temp) or already exist (windows).

<characteristic type="Install">
<parm name="InstallPhase" value="install" />
<parm name="[COLOR="red"][B]SetupDLL[/B][/COLOR]" value="[COLOR="red"][B]1[/B][/COLOR]" />
<parm name="OSVersionMin" value="3.0" />
<parm name="OSVersionMax" value="4.21" />
<parm name="BuildNumberMin" value="0" />
<parm name="BuildNumberMax" value="-536870912" />
<parm name="UnsupportedPlatforms" value="JUPITERHPC" />
<parm name="AppName" value="HotFix RAP_S00870" />
<parm name="InstallDir" value="%CE1%\RAP_S00870" translation="install" />
<parm name="[COLOR="magenta"][B]NumDirs[/B][/COLOR]" value="[COLOR="magenta"][B]2[/B][/COLOR]" />
<parm name="[COLOR="blue"][B]NumFiles[/B][/COLOR]" value="[COLOR="Blue"][B]6[/B][/COLOR]" />
<parm name="[COLOR="cyan"][B]NumRegKeys[/B][/COLOR]" value="[COLOR="cyan"][B]1[/B][/COLOR]" />
<parm name="[COLOR="cyan"][B]NumRegVals[/B][/COLOR]" value="[COLOR="cyan"][B]1[/B][/COLOR]" />
<parm name="[COLOR="purple"][B]NumShortcuts[/B][/COLOR]" value="[COLOR="purple"][B]0[/B][/COLOR]" />
</characteristic>

HTH,