Usually anyone get bore when s/he install some software by ./config, make end make install method. Is there no software, which can be installed by a wizard like Windows?
Is there any way of doing this in which wizard will ask for path, configurations and many things because some time compiling takes too much time and it would be beneficial in case of dependencies which are required by software?

Are you talking about a distro in particular? Debian and derivatives use Synaptic, Red Hat and derivatives use Yum and managers associated with it, Mandriva has wizards. In fact, this being Linux, there are usually at least 2 ways of things - with and without a GUI.

I believe your question is about compiling software from source and not about package management (dpkg, apt-get,synaptic, rpm, yumex, conary are extremely capable). There are some tools like cook and kbuild...

No, i am not talking about any particular distro. Synaptic and Yum are the installers of respective distro. When we have to install a new software/package which is downloaded or copied from other distro, we have to configure for each package by make, make install the file like rpm and tar.gz. It may be possible that there dependencies are not there. I am talking of a complete self-installable file which install itself by only firing it and shows a configuration setup for each of user.
May be you would be clear now what i am talking about?

This is a duplicate post...I have already replied to the other.

The distros are very similar but have enough differences that creating a universal installer is difficult. The tar ball and hand configuration method is the only true universal installer. The Klik project is something that is trying for it, but they just don't have the repository with a size to equal every single program out there.

Your best bet is to convert the tarball to an rpm/deb/whatever and install it with your distro's install manager.

Guys i beg to differ. In my opinion the best by rpm installer is smartgui. with this tool you can get upgrades to from different channels and update installed packages easy with the program resolving all dependences for you automatically. I recommend it any day for former M$ users.