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Merge Modules
From WiX Wiki at MindCapers
New merge modules should not be created anymore (see Why? below), but sometimes it is necessary or desirable to include an existing merge module in your distribution.
Why Not to Use Merge Modules?
Why are merge modules not recommended any more? The main issue is with patching. See rule 43 from this link, which explains the poor patching support for MSM.
Because of this, Microsoft is now shifting away from MSM redistributables and are now making redistributable components available as MSI instead. The disadvantage of that is that you need a boostrapper .exe if you want to chain dependent installer packages.
Visual Studio 6.0 SP6 Merge Modules
Visual Studio 6.0 SP6 merge modules are downloadable here. Note the bugs listed (scroll down past the extremely well documented bugs in the withdrawn MSDE merge modules). That said, the VB 6.0 runtime is under Windows File Protection on Windows 2000, Windows XP, Windows Server 2003 and I believe also on Windows Vista, so if you're only targetting those systems you can omit it.
Missing Some Tables?
Try the EnsureTable element:
<EnsureTable Id="Registry" />

