How to create an executable script on a Mac OSX

We have a flash application that until now has been used on the Windows platform, and is distributed on a USB. The appliaction is either executed straight from the USB or copied to the PC and executed from the users desired location.

Now our client wants a Mac OSX version of the application.

To have a tidy and nice way to open the application, we have utilized a VBScript on Windows. The file layout is like this:

/Application.exe (created from VBScript, compiled to an EXE file with a nice icon)
/System/TheFlashExecutable.exe

The Application.exe is only launching the TheFlashExecutable.exe, nothing more.

Now I need to replicate the behaviour on a Mac. I have already compiled the application into a Mac version, which runs perfectly.

So how would I create this on a Mac? Like above, I need something like this:

/Applicaion.app (what script or programming environment do i create this file, with a nice icon, from?)
/System/TheFlashExecutable.app