If the other tools are windows installer msi files, you can probably install them silently, see e.g Silent installation of a MSI package, so your application would launch processes by using Process.Start()
to run msiexec.exe /qn firstSetup.msi
and so on.
However, there is a much more elegant solution that
- gives you a setup.exe for the full bundle
- shows the bundle in add/remove programs so it can be removed.
The "Burn" tool included in the Windows Installer Xml Toolkit (WiX) . It allows you to specify a set of packges which can be executables, msi files etc. and installs them, acting like a single installer. The bundle setup can use a GUI (called a bootstrap application).
WiX ships with a standard bootstrapper application,
http://wixtoolset.org/documentation/manual/v3/bundle/wixstdba/
But you can choose to make your own bootstrapper app as a WPF dll, examples:
http://bryanpjohnston.com/2012/09/28/custom-wix-managed-bootstrapper-application/
http://neilsleightholm.blogspot.se/2012/10/wix-bootstrapper-application.html
The WiX project(s) even integrate with VS so you can build them straight in the IDE.