Re: Border Less Dialogs
No way that I know of with the pre-defined dialogs. You would likely have to go to an External UI - which is certainly possible.
A lot of times in the games installers, for example, you will see the amazing graphics and things happening during the install. Often these are using an External UI and then tapping into DirectX for the visuals that change with the MsiProgressMessages
In this case it requires a custom bootstrapping application and can't be called from a custom action. This is a very advanced topic.
I hope that helps some.