Publishing to Desktop : For mac and PC, New to Abobe Air

Hello there, Any help or pointers would be appreciated.

I'm new to using Air and new to this forum. So i'm just getting my head round a few things. This looks to offer some great possibilities for desktop development.
Although I have worked out how to publish to my Mac desktop. There is an option for making a custom DMG - how would I customise the internal graphics of the DMG, the disk image. Can this be achieved from flash or would this require me to make changes at a post production stage?

Making the EXE
Is there an option for publishing for the .exe with an installer and all the bells and whistles?

Last question
Is there any pitfalls/ issue that should be taken into account if I'm considering using Air for deploying a company application?

Thanks for you help