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 game. It supports anything that IE supports. You can use any kind of client side scripting you want....Javascript, VBScript, HTML, CSS, Java applets, Flash, etc. You can also load content from your own website in it. Anything that opens in a new window, opens in a custom skinned window that you designed. It's quite a powerful tool and packed with features that make it practical for more professional type of work, like ebooks, desktop web applications, etc. Once you have all your art for the custom skin created, it's very fast & easy to use.
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.