Currently Windows Installer does not provide a mechanism for installing multiple packages in a single transaction. If one or more of the packages do not install as expected in the chained installation, the transaction script will just try to un-install all the previously installed packages.
The newer version of Windows Installer is shipped with a feature which handles Multi Package Chained Installers effectively. In this scenario, the Windows Installer handles the entire installation as a single transaction and If one or more of the packages do not install as expected, it roll backs the entire installation. This is a built-in feature of Windows Installer 5.0 for Windows 7. This is also available with Windows Installer 4.5, which can be installed on Windows Vista.
You can find a ”How-to” here : Click here to View