Install Postgre while installing Other software.

Hi all!
I'm trying to use Postgre as a DataBase manager of a Software I'm
developing. I would like to know how to integrate an installation of Postgre
in the installation of my own software. I mean, I need to firstly install
Postgre, and when it finishes The rest of the installation of my software
would continue. I've done some test with postgresql-8.3.5-1-windows.exe
(on-click installer) but when it finishes and tries to run the server it
crashes. Do any of you knows why this occurs?. I tried this version because
I think it would be easiest for the user because It only shows one or two
windows to the users, and they dont need to select many options.
Do you have any experience in the distribution of a Postgre installation in
your own developed software? How would you do it?

Thank you in advance for your help.

Best,
Iñigo.