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I am creating a web site whereby a user can select multiple software products, and each is a MSI (Microsoft Install) file which is used by Windows Installer for installing anything (SDKs, DLLs, EXEs, etc...)
What you probably would want to do is figure out how to make an MSI with all the required components. Get a VPS or dedicated server, and use PHP's exec() function to execute a command line that will create a custom MSI with the components that a user selects. Stamp it with an MD5, and provide that MSI to the user. You could also create a self-extracting executable that contains a .bat with a list of the included .msi files. The auto-extracting .exe would extract the .msi's, execute the .bat, which would trigger each MSI to install as the last one finishes, and then exit and clean itself up.