Can Windows installer install two msi files at the same time?

Question

I have a msi installation package made by WIX, which automatically installs IIS Express 10.0 after the installation.

Answer 1

You must not run other setups from a custom action within your main MSI. Instead you should run MSI files in sequence using a bootstrapper such as WiX's Burn feature.

It is late. I tried to write a proper explanation of this at one point, maybe see if it makes sense to you: Wix - How to run/install application without UI.

To summarize: running legacy setup.exe files from a custom action in your MSI will not be reliable, and running MSI files - whether directly or embedded in a setup.exe will positively not work because Windows Installer does not allow concurrent MSI installation sequences. A mutex is set when InstallExecuteSequence runs, and no other InstallExecuteSequence can be run while it is in effect. Concurrent MSI installations are forbidden and technically impossible.