C#.net monolithic installer with prerequisites

Question

There are hundreds of questions and answers around embedding installation prerequisites, however there is no answer to embedding the prerequisites, the prerequisite checking installer and application installer into one downloadable file.

I want to distribute a single installer file, one that handles both the prerequisite installation and the program installation.

At present the installer output is:

• Named installer (*.msi) (does not install prerequisites)
• Subfolders for prerequisite installers (could be run manually)
• Generically named installer (setup.exe) (runs all installers but is not obvious to an end user.)

Strictly the setup.exe does the right thing, just it is with a confusing set of other files.