Custom Actions, EXE's and ERROR SUCCESS

I'm having an isue to get the dialogs of the MSI to wait while an exe is run.

The EXE is set within a custom action which set to run with the following Attributes
Timming: installfinalize
Scheduling:Immediate
Return: Check

Even though the Return is set to check the Dialogs for both the exe and the MSI (exitdialog) show at the same time.

I would like the Exit dialog to be displayed once the exe has completed. I thought that setting the Return to Check would help me achieve this.

Is there any way in which i can get the Exit Dialog to wait until the exe has finished?

Thanks in advance