Windows Installer 4.5 has moved from beta to release, the main improvements focus on ...
chaining - the process of chaining several independant .MSI packages into one installation operation.
The good news is that this version is installable on XP - giving a few nice Windows Installer 4.0 (Vista) features back to XP - notably the ability to turn on logging in a package and the availability of a the package log location in a property.
The bad news is there are no scripting APIs for chaining - you're stuck with C++. That's a big downer for the many corporate admins that I know are struggling with linking MSIs together.
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Topic: Windows Installer