si_installer is an NSIS installer I whipped up to download and install most of the wonderful utilities found at http://sysinternals.com.

You can download the binary here and the binary with the source code here.

Here's the changelog.txt:

si_installer changelog

Version 1.13 - 31 Dec 09:

	Added Disk2vhd - Create VHD files from online disk
	Added ProcDump - Monitor CPU spikes & generate crash dumps
	Removed NewSid
	Removed FileMon
	Removed RegMon

Version 1.12 - 23 Feb 09:

	Added VMMap - View Virtual and Physical Memory
	Changed default selection for "Typical", to "Top 10"

Version 1.11 - 27 Nov 08:

	Added Coreinfo - Shows mapping between logical processors & physical processors

Version 1.10 - 26 Aug 08:

	Added Desktops - Create up to four virtual desktops

Version 1.9 - 01 Mar 08:

	Added DiskExt - List volume disk-mappings
	Added EFSDump - List encrypted file (EFS) information
	Added PipeList - List named pipes
	Added ProcFeatures - List support for Physical Address Extensions and No Execute buffer overflow protection
	Added ShellRunAs - Launch programs as a different user
	Added descriptions to all entries
	Renamed RegDellNull to RegDelNull
	Removed /accepteula startup switch for programs that didn't support it

Version 1.8 - 29 Dec 07:

	Added AdInsight

Version 1.7 - 08 Sep 07:

	Added AdExplorer
	Added /accepteula flags
	Added HKCU\Software\Sysinternals\App\EulaAccepted registry entries
	Updated license agreement

Version 1.6 - 22 May 07:

	Renamed DebugViewNT to DebugView
	Renamed FileMonNT to FileMon
	Renamed PortMonNT to PortMon
	Renamed ProcessExplorerNT to ProcessExplorer
	Renamed RegMonNT to RegMon
	Removed http://download.sysinternals.com/Files/CpuMon.zip (404)
	Removed http://download.sysinternals.com/Files/Fundelete.exe (404)
	Removed http://download.sysinternals.com/Files/Hostname.zip (404)
	Removed http://download.sysinternals.com/Files/NtfsFlp.zip (404)
	Removed http://download.sysinternals.com/Files/RemoteRecover.exe (404)
	Removed http://download.sysinternals.com/Files/TdiMonNt.zip (404)
	Removed http://download.sysinternals.com/Files/Tokenmon.zip (404)

Version 1.5 - 05 Apr 07:

	Fixed user defined start menu folder bug
	Upgraded NSIS to 2.24 (2.25 appears buggy)

Version 1.4 - 08 Nov 06:

	Added ProcessMonitor
	Changed URLs from www.sysinternals.com to download.sysinternals.com

Version 1.3 - 19 Aug 06:

	Upgraded NSIS to 2.19

Version 1.2 - 12 May 06:

	Download errors are retried 5 times before reporting failure

Version 1.1 - 18 Apr 06:

	Added AccessChk

Version 1.0 - 14 Apr 06:

	Initial release

and here's the readme.txt:

si_installer
Copyright (c) 2005-2008 Ross Smith II (http://smithii.com) All Rights Reserved

------------------------------------------------------------------------------

SysInternals™ is a trademark of Mark Russinovich and Bryce Cogswell
(http://sysinternals.com)

si_installer lets you download and install most of the freeware applications 
available at http://sysinternals.com.

si_installer looks in the directory where si_installer.exe is for 
any files it needs before attempting to download them. If it does download a 
file, it will attempt to save a copy of the file in this same directory.

si_installer adds the installation directory (typically 
C:\Program Files\SysInternals) to your PATH environment variable.

If the program is a Windows GUI application, an icon is created in the
C:\Documents and Settings\%username%\Start Menu\Programs\SysInternals 
directory.

The following EXEs are copied to C:\Program Files\SysInternals, but do not
have icons:

Fundelete.exe
RemoteRecover.exe

These EXEs are installers, that you will need to run, to install the 
application.

Applications that require Windows 98, ME, or NT 4.0, are not included.

Note: you are responsible to verify that each program you install using 
si_installer is designed to work in your environment. 
If you are unsure, then please visit http://sysinternals.com for more information.

------------------------------------------------------------------------------

Usage: si_installer [options]

Options:
/S         Install the application silently with the default options selected
/D=path    Install into the directory 'path' (default is 
           %ProgramFiles%\SysInternals)
/INSTYPE n Where n is a number between 0 and 2:
           0: Typical (Default)
           1: All
           2: None
/RETRIES n Number of times to retry each download before reporing failure
           (default: 5) (NOT YET IMPLEMENTED)
/PROXY     Set proxy settings (NOT YET IMPLEMENTED)
/ALLUSERS  Install icons for all users (NOT YET IMPLEMENTED)
           This is the default if the user is an administrator
/USER      Install icons for the current user only (NOT YET IMPLEMENTED)
           This is the default if the user is not an administrator
/VERSION   Show the version and quit (NOT YET IMPLEMENTED)
/?         Show this help message and quit (NOT YET IMPLEMENTED)