some options you could use (we don't do it for now, since otherwise each time for the non advanced users, we need to add mingW, Gdb, wx dll --> big downloads) for serving your audience ;-) :
- create an installer with NSIS
- create a self extracting zip file (which contains everything)
As far as I know, CB does not need anything from the registry, the only thing it does with the registry is register itself to handle certain file types (at startup, no install task).
Dunno about MingW though (but my MingW install is by unzipping stuff, see wiki), only GDB comes with an installer (dunno if that's needed). For regular CB/MingW-GCC I don't even think MingW needs to be in the path, so you don't even have to worry about that.