Nontrivial Setup

Windows application is going to be distributed among several hundreds of clients. The application files (exe, dll) are all the same, but the data files will be unique for each client. The data files (~ 12 files) are binary files, the total size about 1-2 MB, or even less.
It is necessary to make setup for each client, including the data files. Compiling those hundreds of setups (separate compilation for each client) is not the best solution at all.
I want to make only one setup, and then just attach those data files with it, so the setup will install the application and at the same time put the data files into application folder.
Question: how can It be achieved?