What is a .exe file? I always thought it was an executable file!
Perhaps you can explain what you want to do with end video?
MPEG Streamclip is a decent free transcoding tool but again I wonder what you mean by "lossless" as any transcode / compression will have some effect.
I assume you want to make this movie file a self executing one. in other word it runs automatically . The only reference I can find is this
http://www.addictivetips.com/window...file-into-self-running-executable-exe-player/
Hope it helps
not entirely sure why you'd want to make it a .exe file...
just make sure that it plays in windows movie player, then it'll play on all PCs.
If you do it as an mpeg4 then any version of media player from about the last 12 years will be able to open it as it as its a standard high quality video codec that is almost universally used these days.
Try this:
http://download.cnet.com/MakeInstantPlayer/3000-2064_4-10759598.html
It makes a .exe file of any video file and opens the non recompressed file in its own media player, you can tell it to include the relevant codec of the original file in the .exe or not, that way it should be able to play on nearly any computer. I tried a video encoded in a fairly obscure codec (Lagarith lossless codec) and after uninstalling the codec it played the generated .exe file fine while other media players could not play the original file.
Be warned though that it does take a while to encode (about 15 minutes for a 5 minute clip) and does take a couple of minutes for the file to open but other than that it seems to meet your requirements.
BTW, when the program is installed, it doesn't create a shortcut, you have to open it from the C: program files.
The file opens quick but the media player takes a couple of minutes to load and start playing the file. Just encode something with it and try it yourself.
I realise that there might be commercial reasons why you cannot tell us everything but it sounds like you might have a client that is asking for "the impossible".
As far as I know there is no single universal video codec that you can guarantee will work on very machine without some kind of a download / plugin.
Can you give us some more information on the "project" and I might be able to offer suggestions.
TE