Hi Jean,
As far as I know, the main thing is where you put the run-time engine DLL during installation. It is called cvirte.dll. If you build your distr. kit on Win98, default directory for the run-time engine is displayed as c:\Windows in the installer program. But you can browse and change the location to c:\Winnt to install it on WinNT for example. I might be wrong but it is worth a try.
I will also be happy to hear about the result.