How to combine a Windows Installer Package file (.msi) and a Set up file (.exe) in VS2008

Hi experts
I've been working on a C# Windows application using VS2008. The way I release my application is by giving out a msi file.

But now I need to include the .NET 3.5 SP1 and a hardware driver.
The user needs to install them before running the application.

I was told the best way is to include them as a prerequisite in the Set up file, but I am not sure how to do it. Please point to me the right direction.

Thanks