Set ENV variable in a msi from a VS .NET 2003

[Prabh]

Hello all.
I'm building an .msi from MS Visual Studio .NET 2003.
I need my .msi to append to the PATH environement variable, along the
lines
PATH=%PATH%;Foo=Bar

I dont see any way to set an environement variable from the .NET GUI.
Can anyone tell me how I go about doing this?
Is a custom action my only solution?

The generation of the .msi is automated and I dont want to use ORCA.
I dont want to use .msts yet.
I'm also playing around the .vdproj file of the project, is there
anything useful I can add to the vdproj file append to PATH during
install and remove just the appended part during uninstall?

Wise for Windows Installer has a nice GUI feature where you can set
the property on install and that property is deleted during uninstall.
I wish .NET would let me do the same.

Thanks for your time,
Prabh