Self-extracting program with C#

Question

when you create a zip/rar file with Winrar, it gives you the chance to create an exe from the zip you just created. Is it possible to do that from C# code???

I'm suspecting the DotNetZip Library can do the work because of these lines at their page:

Does this library make self-extracting zip files?
Yes. It can make self-extracting zip files or standard zip files. The self-extracting archives can either be Windows (GUI) apps or command-line applications. The self-extractors require .NET 2.0 on the computer doing the extraction.

Does anybody has used this library that can tell me if it is correct that it supports creating SFX files???

Thanks in advance