I don't know of any freeware to do this, but you might be able to find
something at
www.videohelp.com.
If you haven't considered it already, would it be possible to use an
auto-run CD program, whereby you'd master a CD with all your apps, your
video player & your MOV/AVI, needed codecs, possibly a menu, etc. and
then burn multiple copies? Then, all the user would have to do is
insert the CD. This might take some minor tweaking on the user's end
depending on their OS and their configs, but once done the first time,
it should work for future distributed CD's. Just a thought. Here's a
sample discussion of doing this. You can probably find more in-depth
tutorials searching Google,
http://forum.digital-digest.com/showthread.php?s=&threadid=40438
[above discussion is about auto-run CD with someone asking about
converting AVI to EXE]
Freeware autorun tools:
http://www.ezau.com/latest/articles/083.shtml
http://www.phdcc.com/shellrun/freeware.htm
Here's a simple Google search for autorun & freeware:
http://www.google.com/search?q=autorun+freeware&hl=en&lr=&start=10&sa=N
-------------
Media Player Classic, freeware, that *might* be able to convert AVI to
EXE [lots of plugins available]:
http://sourceforge.net/projects/guliverkli/
One program that does a whole range of conversions is IrfanView
[freeware].
http://www.irfanview.com/
It does *some* conversions to EXE, mostly image formats as I recall
[like pictures to EXE/SCR], but don't know if it'll convert to EXE;
rather doubt it. Also, IrfanView has a plugin page:
http://www.irfanview.com/plugins.htm