Writing a setup package?
...then why don't you go with the flow and name it SETUP.EXE just like everyone else?
Seriously, it seems as though every team on GDN firmly believes that their project is the first and only application that I will ever need to download. Why invest 10 seconds renaming it to something meanful when that time could be spent doing something truly profound such as posting off-topic weblog rants? ;)
Added: Clemens, if your SETUP.EXE is inside an APPNAME.ZIP archive, it gets my personal stamp of naming approval, which is accepted almost everywhere American Express is. Almost.