I've now got an Inno installer for Squishy working that includes the DirectX 9.0c redistributable, effortlessly deleting itself after installation which I could never get working properly with NSIS.
Hopefully this installer is now a bit more reliable than the NSIS ones, which several members of this site have advised can play havoc with your start menu entries.
No real development to report apart from that. Start my new job tomorrow so quite focussed on that at the moment.