Creating installer with large file hierarchy generates warning -6653

I am creating a setup that includes a large file hierarchy (lot of folders containing 3rd party DLLs and other files).

I create a simple Basic MSI Project and in the "Project Assistant", I drop in my file hierarchy and start building the setup.

I get the following warning:

...

I tried doing the same thing from the installation designer by using the component wizard and it will create myriads of components.

I tried to manually manage my components and using "Dynamic File Linking" to add the files to the project, but since I cannot create a shortcut when using that (http://kb.flexerasoftware.com/doc/He...imitations.htm) I am not certain it is the best way to do it.

I tried using a component with "dynamic file linking" on everything except the files that will need a shortcut; that seems to be the best way to work this out

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Question:
What is the "best practice" when wanting to create a setup that contains a big file hierarchy that will create LOT of components?
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Thanks.