--- a/dlls/msi/action.c
+++ a/dlls/msi/action.c
@@ -7862,6 +7862,59 @@ static UINT ACTION_PerformActionSequence(MSIPACKAGE *package, UINT seq)
     return rc;
 }
 
+/* Dummy thread just to initialize an MTA for the benefit of custom action DLLs */
+static HANDLE dummy_thread_sync_event = NULL;
+static HANDLE dummy_thread_stop_event = NULL;
+static HANDLE dummy_thread_handle = NULL;
+
+DWORD WINAPI dummy_thread_proc(void *arg)
+{
+    HRESULT hr;
+    DWORD dwWaitResult;
+
+    hr = CoInitializeEx(0, COINIT_MULTITHREADED);
+    if (FAILED(hr))
+        WARN("CoInitializeEx failed %u\n", hr);
+
+    SetEvent(dummy_thread_sync_event);
+    dwWaitResult = WaitForSingleObject(dummy_thread_stop_event, INFINITE);
+
+    if (dwWaitResult != WAIT_OBJECT_0)
+        ERR("WaitForSingleObject failed?\n");
+
+    CoUninitialize();
+    return 0;
+}
+
+static void start_dummy_thread(void)
+{
+    if (dummy_thread_handle) return;
+
+    dummy_thread_sync_event = CreateEventA(NULL, TRUE, FALSE, "DummyThreadUpAndRunning");
+    if (dummy_thread_sync_event == NULL)
+        ERR("Can't create dummy thread sync event\n");
+    dummy_thread_stop_event = CreateEventA(NULL, TRUE, FALSE, "DummyThreadStop");
+    if (dummy_thread_stop_event == NULL)
+        ERR("Can't create dummy thread stop event\n");
+    dummy_thread_handle = CreateThread(NULL, 0, dummy_thread_proc, NULL, 0, NULL);
+    if (dummy_thread_handle == NULL)
+        ERR("Can't create dummy thread\n");
+
+    WaitForSingleObject(dummy_thread_sync_event, INFINITE);
+}
+
+static void end_dummy_thread(void)
+{
+    SetEvent(dummy_thread_stop_event);
+    WaitForSingleObject(dummy_thread_handle, INFINITE);
+
+    CloseHandle(dummy_thread_sync_event);
+    CloseHandle(dummy_thread_stop_event);
+    CloseHandle(dummy_thread_handle);
+
+    dummy_thread_handle = NULL;
+}
+
 /****************************************************
  * TOP level entry points
  *****************************************************/
@@ -7938,6 +7991,8 @@ UINT MSI_InstallPackage( MSIPACKAGE *package, LPCWSTR szPackagePath,
     msi_adjust_privilege_properties( package );
     msi_set_context( package );
 
+    start_dummy_thread();
+    
     productcode = msi_dup_property( package->db, szProductCode );
     if (strcmpiW( productcode, package->ProductCode ))
     {
@@ -7985,6 +8040,8 @@ UINT MSI_InstallPackage( MSIPACKAGE *package, LPCWSTR szPackagePath,
 
     /* finish up running custom actions */
     ACTION_FinishCustomActions(package);
+    
+    end_dummy_thread();
 
     if (package->need_rollback && !reinstall)
     {