[vadjliss]

У меня вот так
#define MyAppName "My Program"
#define MyAppVersion "1.5"
#define MyAppExeName "MyProg.exe"

[Setup]
AppName={#MyAppName}
AppVersion={#MyAppVersion}
DefaultDirName={pf}\{#MyAppName}
DefaultGroupName={#MyAppName}
OutputBaseFilename=setup

[Files]
Source: soft\Microsoft Visual C++.exe; DestDir: {tmp}; Tasks: fbrinst; Flags: deleteafterinstall
Source: soft\NET Framework 4.5.2(онлайн-установка).exe; DestDir: {tmp}; Tasks: aaa; Flags: deleteafterinstall
Source: soft\NET Framework 4.6(онлайн-установка).exe; DestDir: {tmp}; Tasks: ddd; Flags: deleteafterinstall
Source: soft\DirectX (онлайн-установка).exe; DestDir: {tmp}; Tasks: bbb; Flags: deleteafterinstall


[Tasks]
Name: fbrinst; Description: "Microsoft Visual C++"
Name: aaa; Description: "NET Framework 4.5.2(онлайн-установка)"
Name: ddd; Description: "NET Framework 4.6(онлайн-установка)"
Name: bbb; Description: "DirectX (онлайн-установка)"

[Run]
Filename: {tmp}\Microsoft Visual C++.exe; Description: "Launch Firebird Setup"; Tasks: fbrinst
Filename: {tmp}\NET Framework 4.5.2(онлайн-установка).exe; Description: "Launch Firebird Setup"; Tasks: aaa
Filename: {tmp}\NET Framework 4.6(онлайн-установка).exe; Description: "Launch Firebird Setup"; Tasks: ddd
Filename: {tmp}\DirectX (онлайн-установка).exe; Description: "Launch Firebird Setup"; Tasks: bbb