Perhaps this tool solves the problems with the games, that come without an installer :
http://www.nirsoft.net/utils/zipinst.html
Description
The ZipInstaller utility installs and uninstalls applications and utilities that do not provide an internal installation program. It automatically extracts all files from the Zip file, copies them to the destination folder you select, creates shortcuts in the start menu and in your desktop, and adds an uninstall module to allow you to automatically remove the software in the future.
This utility was originally developed to install the utilities in NirSoft Web site, but you can use it for installing utilities and applications from other sources, like the utilities provided in SysInternal Web site, Funduc Software, and many others.
Generally, this utility can install properly almost any software compressed in Zip files that doesn't provide an install/uninstall module.