Using the Bootstrapper Project template

Create a new project in Visual Studio using the Bootstrapper Project template that's installed with the WiX toolset. Go to New Project | Windows Installer XML | Bootstrapper Project.

It will contain a file called Bundle.wxs with the following markup:

<?xml version="1.0" encoding="UTF-8"?>
<Wix xmlns="http://schemas.microsoft.com/wix/2006/wi">
<Bundle Name="Awesome Software" 
        Version="1.0.0.0" 
        Manufacturer="Awesome Company" 
        UpgradeCode="c352f5c7-1dbe-416c-820d-685b058270d5">

   <BootstrapperApplicationRef  
      Id="WixStandardBootstrapperApplication.RtfLicense" />

   <Chain>
      <!--TODO: Define the list of chained packages.-->
   </Chain>
</Bundle>
</Wix>

The root element is called Bundle. The name reflects a major aspect of Burn in that it bundles your installer with its prerequisites into a single, tidy executable. Double-clicking on that executable will install each...