A:\setup.exe for SAP R/3 - Does something like that exist?

I have developped a few ABAPS over time which I take with me from client to client. Everytime I have to re-create manually the program using SE38 and the upload source text feature. Screen labels I have to re-create manually. Documentation for the program does not come over. Data dictionary objects the same story, etc. etc.

I'm looking for a better way to install ABAP programs. Does SAP's transport system offer maybe any help? (Yes, an a:\setup.exe like solution would be nice. The utility would prompt your for a transport request and resolve any name clashes.)

Any suggestions for efficiently transporting ABAP programs between independent instances would be highly appreciated!

Thanks,

---Hugo de Groot