Combining an archive and script file

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http://www.linuxquestions.org – Howdy, So what I am looking to do is combine an archive and a script file. I would like to have a number of files compressed into an archive package and when a user double clicks on the package instead of having it open with the archive manager, instead have it run a shell script that is also packaged with the files. This shell script will do a number of things including handling where the files are extracted to. Over all this would be similair to a self-extracting installer Windows users are used to using. Can this be accomplished and if so mind pointing me in the right direction of what t (HowTos)