windows installer - Bundle multiple support files for WiX Burn

Question

I have a third party MSI that has been supplied to me by a vendor. However the MSI does not stand alone, it requires multiple support files (dll's, config files, device drivers ...) to complete an installation. I've tried to install without these files present in the directory with the MSI and it complains about the missing files during installation. Seems to me this is an odd way to build an installer. Anyway, I'd like to bundle this "installation" to be consumed by Burn. I've used MSIPackage before, but that works for a single file. How would I specify this group of files? I'm tempted to make an new MSI that includes the MSI from the third party plus the additional files, but then I end up with the some phantom program installed which is really not what I want.

Thanks in advance for your help.

EDIT with Solution:

Many Thanks to Tom for the keys to this problem. For those that are curious here is the code and steps I used to solve this problem in WiX 3.8.

First harvest the directory where the third party installer was stored.

"%WIX%binheat.exe" dir "$(ProjectDir)..ThirdPartyAppDirectory" -dr Dir_AppName -cg PAYGROUP_AppName -ag -sreg -scom -srd -var "var.AppNameDir" -t "$(ProjectDir)ComponentToPayload.xsl" -out "$(ProjectDir)AppNamePayloadGroup.wxs"

Where AppNameDir is a preprocessor variable referencing the location of the app installation files.

My transform file was a little different from the one linked to by Tom, but not much. I created a component group in my orginal heat file and then used that as my PayloadGroup later rather than the DirectoryRef.

<xsl:stylesheet version="1.0"
  xmlns:xsl="http://www.w3.org/1999/XSL/Transform"
  xmlns:wix="http://schemas.microsoft.com/wix/2006/wi"
  xmlns="http://schemas.microsoft.com/wix/2006/wi">

  <xsl:template match="/">
    <Wix>
      <Fragment>
        <xsl:apply-templates select="*" />
      </Fragment>
    </Wix>
  </xsl:template>

  <xsl:template match="//wix:ComponentGroup">
    <PayloadGroup>
      <xsl:attribute name="Id">
        <xsl:value-of select="@Id"/>
      </xsl:attribute>
      <xsl:apply-templates select="*" />
    </PayloadGroup>
  </xsl:template>

  <xsl:template match="//wix:File">
    <Payload>
      <xsl:attribute name="SourceFile">
        <xsl:value-of select="@Source"/>
      </xsl:attribute>
    </Payload>
  </xsl:template>

</xsl:stylesheet>

Then I created a fragment for the component and referenced the Payload group

  <Fragment>
    <PackageGroup Id="PCKGRP_AppName">
      <MsiPackage
        SourceFile="$(var.AppNameDir)app.msi">
        <MsiProperty Name="PropertyName1" ="Value1"/>
        <MsiProperty Name="PropertyName2" ="Value2"/>
        <MsiProperty Name="PropertyName3" ="Value3"/>
        <PayloadGroupRef Id="PAYGROUP_AppName"/>
      </MsiPackage>
    </PackageGroup>
  </Fragment>

And then finally reference the group in the chain

    <Chain>
...
      <PackageGroupRef Id="PCKGRP_AppName"/>
...
    </Chain>   

Answer 1

Inside the MsiPackage element use a bunch of Payload elements (or put the payloads elsewhere and use a PayloadGroupRef).

In compensation, your bootstrapper might get better compression since the MsiPackage is starting out exploded because double compression can be inefficient with time and space.