Wix and .NET Framework (prerequisites)

UPDATE Aug 2017: This very nice answer now appears outdated. Please also read the other answers in the "thread" for a few different "bootstrapper options".

The MSI package created by Wix is not able to do that. Windows Installer is rather limited and one MSI file (your installer) is not allowed to call another MSI file (the .NET Framework installer).

You will have to create a so-called bootstrapper (a setup.exe file) which can check for the specified pre-requisites, download and install them as needed, and then launches your MSI installer.

One way to create the bootstrapper is by using Visual Studio or the MSBuild task GenerateBootstrapper. Here's a link giving more details:

http://wix.mindcapers.com/wiki/Bootstrapper

If you only want to provide a single installer to your users you might want to create a self-inflating installation package containing both the setup.exe file and your MSI package. You could do that with iexpress, which is coming with Windows.

Here's another link giving an example: http://www.clariusconsulting.net/blogs/pga/comments/42831.aspx

Wix will contain its own bootstrapper called burn. Have a look at: http://robmensching.com/blog/posts/2009/7/14/Lets-talk-about-Burn