Would it be possible to have one unique msi installer for all the applications you choose to install?
No, this has been rejected.
Please see below an explanation for that and a possible workaround:
According to Windows Installer Teams blog, packaging rule #20 <http://blogs.msdn.com/windows_installer_team/archive/2006/05/12/595950.aspx>
Rule 20: Avoid Nested Installs
A nested installation action installs another Windows Installer package during a currently running installation. This is typically used to install some pre-requisite component(s) for the main application.
Nested installs are deprecated and highly discouraged. Below are some of the limitations and problems associated with nested installs:
Concurrent installations cannot share components.
An administrative installation cannot also contain a concurrent installation.
Patching and upgrading may not work with concurrent installations. The installer may not properly cost a concurrent installation.
Integrated ProgressBars cannot be used with concurrent installations.
Resources that are to be advertised cannot be installed by the concurrent installation.
Nested installations live under the context of the parent product and do not appear in the Add or Remove Programs Control Panel applet. Therefore uninstall of the parent product is the only way to uninstall a nested install.
A package that performs a concurrent installation of an application should also uninstall the concurrent application when the parent product is uninstalled.
The recommendation would be to use the bootstrap executable wrapper to install the MSI packages one after another. Each individual MSI would therefore be serviceable and can be treated independently.
The caveat to the bootstrap is that it can make deployment difficult. Group Policy deployment doesnt have a concept of ordered dependencies in deployment of installation packages so if order is important you may not be as successful using this technique. This is especially problematic with low rights users since ZAP files do not allow for elevated installations
It is possible to run a batch script and run all the silent installs of the msi files. I have also seen to use MST in conjunction with MSI to create an installation package for deployment. For more details see link below: