What's advertised to the user is the #3 program. On the #3 program's Advanced Tab, "run another program first" points to the SP1 update, on the SP1 update (#2) , run another program first points to the Setup.exe one (#1)
So when a tech clicks on the program in Run Advertised Programs, Setup.exe runs first (automatically). When it's done, the Service Pack runs (it's a prompted, next/next/finish install), when that's done, then the KB918222 hotfix. (as a prompted, next/next/finish install)
Oh--one huge thing I forgot to tell you. For the Advertisement, on Advanced Client tab, it had to be "download program from a distribution point". I didn't actually test this, but the DBA helping me design the program sequence said that 1 of the things (I think it was the SP1) would not run from a network location, when installing it manually they had to copy it locally, then run it. I just believed him, and set the ad up to be download-and-execute. It worked, and that's all that mattered to me.
This one was relatively easy compared to Visual Studio 2005. That one was 8 daisy chained installs.
Blog: