::wince::
Nested MSI's can be really difficult to make work for you. Microsoft doesn't even recommend them anymore (although, they use the word 'Deprecated').
http://msdn2.microsoft.com/en-us/library/aa368010.aspxBasically, you need to drop them in the Execute sequence between InstallInitialize and InstallFinalize and run them in Immediate execution.
Reading through the article above, you'll probably see some of the drawbacks of the nested MSI route:
--Non-functional Add/Remove Programs entry (typically, you set ARPSYSTEMCOMPONENT to hide them)
--Difficult to maintain (i.e. target with upgrades)
--Difficult to troubleshoot if they fail
These are the ones I can think of off the top of my head. More recommended options are:
--Calling Msiexec.exe as a Custom Action from the UI sequence
--Creating a setup prerequisite that gets launched from Setup.exe
How to do all of these things is documented fairly well in the InstallShield help. See: 'Nested Installations', 'Using Msiexec.exe to Launch a Second Windows Installer Setup', 'Setup Prerequisites'