The best I know of would be Browser Bob
. They have 4 different versions, ranging from a freeware to a very expensive pro version. But the developer's site seems to be offline at this moment.
If you can create a website (either hand coded or with a web design app), you can package it in a custom designed browser. Browser Bob is what I used to package the Confusion's Cookie
A less expensive alternative would be HTML2EXE Baler
. It's not as fancy and the GUI you get is rather basic and bland. There are also some antivirus products that don't like the exe files it makes. (They drive AVG bonkers!) This is a big enough of a consideration to make it impractical, even though it does what it does quite well. The issues with AVG is what lead me to repackage my game with Browser Bob.
Both of these will allow you to put everything into a single .exe file (your html, css, js, images, sound files, etc). If you add some js code to prevent right clicking, your users might not even know it's actually a browser they are using.