If you often use the popular 7-ZIP compressor, then you will be interested in this tool, called 7Zip Silencer.
With 7Zip Silencer you have a totally free utility that lets you convert files compressed with 7-ZIP (with the 7Z extension) directly to an autorun file in SFX format.
The resulting SFX created by 7Zip Silencer on running has a temporary file you can extract and decompress. In this file is also the temporary content. You can also configure it to delete all the temporary files, once the program has finished.