To be honest, this is why I don't really hold with opensource - too many basic installation issues, and no useable deployment options.
Fair criticism. I'll have a look at modifying the installer for the next build - I'll launch the DirectX and VC Redist setups as silent so they don't have to be clicked away (they need to be installed anyway). Would that help? As for the XBox360 controller issue, it might be a bug in the build, which version are you using? If you don't need XBox360 controller input, you can safely delete the .csx file and simply not use it.
I know open source has a reputation for DIY, but I don't think that's an excuse to be lazy - if there's a simple thing we can provide to simplify deployment we definitely should. Otherwise a lot of people might simply not use the program, which is pointless given all the work on the main program itself. So I'm open to suggestion and criticism, anyway.