Microsoft has been using the Windows Installer Tool for quite some time now to make installing, patching and repairing programs a snap (installers using this will typically have an MSI extension).
One of the many benefits of this tool is the ability to script a program or patch installation using the available command-line switches, e.g.: adobe_reader.msi /qn which will install the application quietly without a UI. This can be key when making a batch file to install numerous applications and patches on a new system.
For the many available switches to use check out the full list from Microsoft.