Create a Windows (XP) installer on a Linux machine?

I need to create an installer for my software for Windows XP and newer. Is there any mechanism to do that on a Linux machine alone? (I'm running ubuntu, but I'd guess is not a show stopper).

The NSIS (Nullsoft Scriptable Install System) is a free and open source installer system that allows you to create native Windows installers.

It uses ascript files to define all aspects of the setup procedure and with a compiler you generate the resulting setup package. You can find the sources here. The Installer system runs on Windows and POSIX compliant systems. There is also an Eclipse plugin available.

The Nullsoft installer is widely used for open source projects and even commercial products.

UPDATE: There is a new alpha release on December 24, 2013, so as of late 2013 this project is still active.

UPDATE 2: Beginning of April 2016 a new version 2.51 was released together with a release candidate for NSIS 3.0.

Take a look at InstallJammer. It's a free, open source installer that is cross platform and can easily do what you want. I have many users who build strictly for Windows but use Linux as their build platforms.

InstallJammer can build any of its supported platforms from any other platform, so it should do exactly what you need.

Flexera Software (makers of InstallShield) have a cross-platform installation authoring utility called InstallAnywhere:

http://www.flexerasoftware.com/products/installanywhere.htm

From a single project file and build environment, InstallAnywhere enables developers to create reliable installations for the broadest range of current platforms including Windows, Linux, Mac OS X, Solaris, AIX , HP-UX, and IBM iSeries.

InstallAnywhere runs on the latest versions of these operating systems, fully updated with the most recent patches and service packs:

•Windows 7 (32-bit x86) •Windows Vista •Windows XP •Windows 2000 •Mac OS X 10.4, 10.5, and 10.6 with Java 1.6 •Red Hat Enterprise Linux 4 and 5 (32-bit x86) •SUSE Linux 9, 10, and 11.2 (32-bit x86) •Ubuntu 9.10 (32-bit x86) •Solaris Solaris 9 and 10 (SPARC) •HP-UX 11i (PA-RISC) •AIX 5.2, 5.3, and 6.1 (Power/PowerPC)

Our software BitRock InstallBuilder also allows building Windows installers from Linux You can do so from the command line to make it easier to integrate with nightly builds, ANT, etc.