Hi,

That should be possible, but not being real Setup/MSI gurus, we can suggest a (kludgy) workaround we use in house. The goal would be creating a shortcut during installation that would point to IExplore.exe with LocalStart.htm command line parameter. We noticed that it is hard or impossible to launch an external program from the MSI created from Visual Studio setup project.

So what we do (hopefully there's a better way) is when we need this functionality, we either
a) include Start.exe we wrote internally, which simply runs its command line as a new process. Passing it command line like "IExplore.exe LocalStart.htm" would run your site in the IE. Since we package this Start.exe inside MSIs we are able to create shortcuts to it. Creating such program is trivial - you should have no problem with it.
b) Use COM Interop to access WSH Shell API (WScript.Shell class) and create shortcuts during execution of custom installation steps. WshShellClass.CreateShortcut() seems like a good candidate for your purpose.

Other Setup authoring tools may allow easier access to running system executable. In that case just run IExplore.exe with appropriate parameters.

Best regards,
UltiDev Team.