I suppose you cant go wrong with NSIS for Windows...There is a plethora of tools and open source installers for windows that are great, it's pretty much take your pick.
Luckily, you don't need a lot of advanced features like registry access for your typical AIR application. In most cases you simply need privileges to write in the drives program directory, start menu and desktop. Realistically, for a simple installer, writing your own for AIR apps is as easy as learning the ins and outs of a tool or source.
For kicks, a long while back, I wrote my own 3 part installer with AIR without any native extensions.
The installer consisted of an captive runtime application with no interface/window that immediately used AIR's NativeProcess API to make send arguments to the command line behind the scenes for a command-line utility called elevate(http://code.kliu.org/misc/elevate/) which in turn opened a second AIR captive runtime application that was packaged with the first( and elevate) with administrative privileges - then proceeding to prompts and inevitably writing of files and shortcuts in the appropriate directories.
This was a such a messy and gimmicky approach( I am definitely not suggesting you should do this, hehe) that I did, purely for academic reasons , but it worked and goes to show that there isn't really much to it.
On mac, Josh's proposed solution should suit you well enough.
DarkSandor Edit: As an after thought, considering it is a MMO, I would imagine you not only need an installer, but an updater in order to easily pass client fixes and updates. If you are interested in contracting someone at a low cost to build you one for windows and mac, feel free to email us at firstname.lastname@example.org where you can discuss it further with either myself(Kayla) or our lead engineer, Chris - whichever of us is available.
Double Edit: The SSL certificate on our website just expired and did not automatically renew as its supposed to...Darn Let's Encrypt....Please ignore the warning's if you give us a visit...It will be fixed shortly.