As you browse the entire application stack, you will need to virtualize the entire server to provide your customers with a realistic demo experience. Thinstall is great for single applications, but not for the whole package ....
Microsoft has licensing schemes for this type of situation, as it was used for demonstration purposes only and not for use as a TechNet subscription. Let your local Microsoft Licensing Center call to discuss, and unlike offshore support groups, they are really helpful and friendly.
To run the “stack” at the lowest cost to your customers, I suggest using VMware. Customers can download the free VMware player, download machines (or multiple computers) and get an idea of the system ... Microsoft Virtual PC or Virtual Server will be a little more intrusive and not really a “plug n play” solution that you are looking for.
If you only want to send the application, consider either a thin installation or provide access to Citrix / Terminal services - clients can remotely log into their own (test) machines and run what they need.
Personally, if possible, a stand-alone system would be best - let your customers know about installing a vmware player, then run this application ... which launches various parts of your application stack (possibly from a DVD), and you have completely do-it-yourself demo for marketers to pimp :)
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