Why No Cabs

[Fa310tx]

I've been downloading some programs, here and there, and I'm really starting to get bored with having to download an exe and activesync the install. Why doesn't everyone give cabs?
Do you guys have cabs for some normal programs (winrar, pocket e-sword, and the free pocketmusic come to mind) that only have exe on their website?
Is there a converter or extractor? I've seen some programs have the cab with an exe that uses the cab. I'm referring to a single exe install file.
Actually, stand-alone executables would be even better (I did find a rar.exe in an oem zip).
JJ