There are extra dialogs you can add to the user interface (right click Start
in the user interface view, Add Dialog) so you'll probably need to work
within the constraints of those dialogs if you want to stay with VS. There
are other tools for this kind of thing, MsiLaunch for launching programs,
Red-Gate do SQL deployment stuff, and there are a bunch of other tools here
that let you do much more than VS setups let you do:
http://installsite.org/pages/en/msi/authoring.htm