Convert exe to msi in order to user GPO in AD 2003

I want to know how to convert an exe to an msi package in order to deploy it through Group Policy in AD 2003?
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WinINSTALL  is one of the better tools out there.

You take a snapshot of your system before the installations, then install the program (EXE) and then the utility will take another snapshot and determine the changes in system/registry/files and compile an MSI to deploy via GPO.

There's a few tools listed on this page that will do it.
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