How to make an MSI that simply wraps an EXE file

Question

After way too many experiments, I've come to the conclusion that Windows Installer is simply bad technology. But the customers want MSI files.

So, how can I create an MSI file that extracts an EXE file to a temporary directory and runs it with options same or similar as were passed to the EXE file?

Options to an MSI are explained in Msiexec (command-line options) (low level "run" of an MSI is msiexec option package.msi).

EDIT: mjmarsh's WiX solution looks like it works. I just haven't had a chance to try it yet (crunch time). If it works, I'll be accepting it.

EDIT: it does not work. Missing piece: attended/unattended does not seem to be available.

Anyway, the only to make this work at all would be for the custom action to kill its parent process!

EDIT: So somebody posted as a further answer wrapping the whole thing as a post-install custom action. Theoretically possible but since a reboot may be required (thanks MS for .NET 4 requiring a reboot sometimes) we have to do further hackery. So from the matrix of advantages:

Transparency: No. One big custom action.
Customizability: No.
Standardization: No. 
Management and reporting: No. Appears to work but will not.
Security: No benefit.
Validation: No. The hackery required to survive reboot makes this sure to not work.
Resiliency: Completely defeated.
Rollback: No. Rollback didn't work when we were using MSI anyway.
Patching & Updates: No. We have a local solution anyway.
Logging: No. Appears to work but will not.

No point.

Answer 1

Well, there is the free way and the $$$ way. I cannot document everything here, but this should get you started.

On a side note, yes, Windows Installer is a maddening technology. There are many times where I think a task will be straightforward, but it actually becomes complicated. You definitely have to immerse yourself to understand it.

In any case, here goes:

Free: WiX (here)

This is a free tool to generate MSI files from a set of XML configuration files. I'll leave you to find tutorials online, but here is the crux:

You can compress your EXE into the installer by using the following tag in the WXS file:

<Binary Id="MYEXE" src="<path to my exe?"/>

Then you can create a custom action which launches your EXE file:

<CustomAction Id="EXECA_CALLMYEXE" Return="check" Execute="deferred" BinaryKey="MYEXE"
      ExeCommand="my command line"/>

Then you insert your custom action into the InstallExecuteSequence in the appropriate spot (I almost always run mine somewhere between InstallInitialize and InstallFinalize)

<InstallExecuteSequence>
   <Custom Action="EXECA_CALLMYEXE" After="InstallInitialize"><![CDATA[Not REMOVE]]></Custom>

$$$: Get InstallShield (HERE)

First create a "Basic MSI" project and make sure you say you want no setup.exe generated. You set this in the Release settings.

Then you essentially do the same thing as with WiX, but you have a UI for it.

• You can specify your helper EXE file by using the Direct Editor and putting your EXE file in the 'Binary' table
• You can create a custom action to launch that EXE file from the "Custom Actions" Node in the tree on the left
• You can insert the custom action by selecting "Install Sequences" and putting it in the InstallExecuteSequence somewhere between InstallInitialize and InstallFinalize as I said before.

Sorry, I could not be more detailed, but this should be a good start.