I am struggling with creating windows installer from three days. I need to create a window installer same as TeamViewer. Please see snapshot attached:

If we select option “Run” and click on Next, it show License agreement dialog box. And on clicking last Next, the entire setup closes and launch Team Viewer. Behind the scene the Team Viewer setup is copying the entire required files in some temporary folder. And then launching that .exe file.
I had tried using Advanced Installer 9.6.1 and also trying to achieve same objective using InstallShield 2010. In the first one, you can launch custom file but there is no way to exit dialog boxes(Progress and Exit dialog). And in second case I need to use Install Script language. That’s making it hard to use.
Could you please suggest me some way to set up setup. Or if you have any other suggestion or tools to help me resolve this problem. Last I thought about creating own custom Windows Installer with such functionalities (as of Team Viewer). But I am new in creating windows installer.
I don’t think you can get exactly the same behavior as TeamViewer presents without writing any code. This is because Windows Installer packages (.MSI) were not designed for this situation.
Advanced Installer has a support for temporary files and displaying the dialogs desired, but it will delete all the files once you close the installer. And as you already have found out, you cannot close a full UI setup package without showing the exit dialog.