WiX: Bundling dependencies inside MSI using Burn

I use the burn tool from WiX v3.6.1601.0 to create a bootstrapper that will download my project dependencies (.NET 3.5). The end result however is two executabl开发者_StackOverflow中文版es (a program MSI and a exe that will download dependencies). Since many of my customers seams not to understand which executable to use, I would like to make it even simpler by only shipping one file (i.e. the MSI).

Is this possible with Burn ?, and if it is can anyone point me to documentation on how to create a single MSI that will bootstrap its own dependencies.

MSI packages can't bootstrap other installers except through the use of "embedded chainers." (See the MSI SDK topic on MsiEmbeddedChainer.) Burn creates an .exe that contains MSIs and other prerequisites.