Dll execute during MSI execution(Installer)

I created an MSI for my application and i want my dll to execute during installation of this MSI.
How can i add my dll to MSI. I read something on ORCA but getting error.

Can anyone help to add my dll to msi using orca.
My dll contain a message box and registry entry

DLLs don't execute on their own (or do you mean register a COM object?)

check out this sample on codeproject

http://www.codeproject.com/KB/instal...tomaction.aspx