<p>Much searching has lead me to find several descriptions of how to create a bootstrapping msi, but these solutions all assume the msi is local or a standard Windows component.  Is there a way to make an msi that downloads an installer (which is also an msi) with normal MSI or Wix code rather than by having the bootstrapper execute some non-native program to do so?</p>

My experience with msi's has been it's not possible to run 2 at the same time. (could be wrong though)
What I ended up doing was to instead make an installer exe using Inno Setup (
http://www.jrsoftware.org
) and ISTool (
http://www.istool.org
) which downloads and installs the various msi's.  With ISTool it's very easy to do.
I know it's not as chic or sexy as Wix, but it worked for me very well.