The process of creating a a Self-Extracting EXE in 7-Zip is far from simple. There are multiple downloads, setting files, 30 or so different parameters. There is also no built-in support for replacing the icons used for the EXE.
I created a pack, that includes a quick readme and .BAT file, which dramatically simplifies the process. Enjoy..
https://panaconsulting.box.com/s/6jrzytz6ykf7sgh9bo65
..Download, extract and reference incl. readme for more info.
-BG