Cross-platform problem

[J Bruce Ashton]

Good day.

My friend runs Windows, and would like to have Lilypond for personal 
use.  Unfortunately, he does not have internet access, so asked whether 
I could download a copy of the stable version for him and put it on a 
CD-ROM.

I run Mac OS X, and would be delighted to oblige him.  However, when I 
start the download procedure, I have to start with setup.exe, which I 
have downloaded onto my desktop.  I cannot, however, proceed with the 
steps necessary to get Lilypond itself according to the instructions on 
your page.

Am I trying the impossible, or is there some way to accomplish this 
feat?  I can burn CD's in the 9660 format which should read on his 
Windows machine, provided I can get everything I need on his behalf.

Please advise.  And Thank you kindly.

Bruce