The standard way to solve this is by installing the hotfix using a bootstrapper mechanism, i.e. a separate "setup.exe" file that first installs the hotfix and then launches your WiX/MSI installer.
The Visual Studio bootstrapper provides such a mechanism. The packages that can be installed by this bootstrapper need to be described by an XML manifest called package.xml. This file needs to be located in a subfolder of C:\Program Files\Microsoft SDKs\Windows\v6.0A\Bootstrapper\Packages (Visual Studio 2008).
The following two pages describe how to author/create your own package manifest for KB951608:
Authoring a Custom Bootstrapper Package (article is for VS 2005, but basically should work with VS 2008 as well)
Add your own (custom) prerequisite to "ClickOnce" application
A generator for creating the manifest can be downloaded from MSDN:
Bootstrapper Manifest Generator
You can use this tool to create a simple manifest like this:
<?xml version="1.0" encoding="utf-8"?>
<Package Name="KB952155" Culture="en-US" xmlns="http://schemas.microsoft.com/developer/2004/01/bootstrapper">
<PackageFiles CopyAllPackageFiles="false">
<PackageFile Name="windowsxp-kb952155-x86-enu.exe" PublicKey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
</PackageFiles>
<Commands Reboot="Defer">
<Command PackageFile="windowsxp-kb952155-x86-enu.exe">
<ExitCodes>
<DefaultExitCode Result="Fail" String="Anunexpectedexitcodewasr" FormatMessageFromSystem="true" />
</ExitCodes>
</Command>
</Commands>
<Strings>
<String Name="Culture">en</String>
<String Name="DisplayName">KB952155</String>
<String Name="Anunexpectedexitcodewasr">An unexpected exit code was returned from the installer. The installation failed.</String>
</Strings>
</Package>
Using a bootstrapper is unfortunately not directly supported by WiX, but you can use a simple MSBuild script to generate one (this requires Visual Studio to be installed though):
<Project xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
<PropertyGroup>
<WindowsSDKPath>$(registry:HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\GenericBootstrapper\3.5@Path)</WindowsSDKPath>
</PropertyGroup>
<ItemGroup>
<BootstrapperFile Include="KB952155">
<ProductName>KB952155</ProductName>
</BootstrapperFile>
</ItemGroup>
<Target Name="Bootstrapper">
<GenerateBootstrapper ApplicationFile="mySetup.msi" Culture="en-US" ApplicationName="My RDP Setup" OutputPath="C:\myoutputfolder\en-US" BootstrapperItems="@(BootstrapperFile)" Path="$(WindowsSDKPath)" />
</Target>
</Project>
This script can be called as a post-build step:
%WINDIR%\Microsoft.NET\Framework\v3.5\msbuild.exe GenerateBootstrapper.msbuild