Is it possible to create an installer that includes ms sql express? (wihtout separate exe)

Is it possible to create an installer that includes ms sql express?

I currently i开发者_StackOverflow中文版nstall ms sql express via setting the setup project's pre-requisites. It outputs 2 files, an msi and a setup.exe. The setup.exe will detect is SQL express is installed and install it. It works great. But now I have to distribute 2 files...

I'd like to combine everything inside the .msi. is that possible?

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You can pack them both in a self-extracting zip file (.exe file extension) that runs setup after extract.