JSI Tip 9684. How can I create a MSI (Microsoft Installer) package for third-party applications?

Microsoft Knowledge Base Article 257718 contains the following summary:

This article describes how to create a Microsoft Installer Package (MSI) for installing third-party programs. If you want to install a third-party program by using this method, you must install a copy of Veritas Software Console by Seagate Software at a location that is accessible by the reference computer. This program is available on the Windows 2000 CD-ROM in Valueadd3rdpartyMgmtWinstleSwiadmle.msi. This includes a copy of WinINSTALL limited edition, which allows for basic functionality.