Hi -
Arguably the two most popular "installer formats" for Linux are ".rpm" ("Redhat Package Manager") and APT/dpkg ("Advanced Packaging Tool"). Both are far more sophisticated than MSI (Windows) styled GUI setup programs.
Please consider looking into .rpm and/or .apt. There's also CPAN (for Perl modules), "Gems" (for Ruby) and the old standard: a simple "tarball".
Finally, you might also be interested in "InstallJammer":
http://www.osalt.com/installjammer
'Hope that helps .. PSM