Referencing assemblies at install time

In my installer, I call UseDLL("Foo.dll"), and then run a function inside that DLL. The big catch is this is a C++/CLI DLL that references a 3rd party assembly (say Microsoft.Foo.dll). During install, when I run my DLL function I get a FileNotFoundException saying it cannot load Microsoft.Foo.dll. Using fuslogvw.exe, I was able to log the assembly load attempt, and see that the system was trying to load the DLL from the Desktop; where I ran the installer from and not the SUPPORTDIR. I did call ChangeDirectory(SUPPORTDIR) prior to running this code. I also tried calling UseDLL on Microsoft.Foo.dll, but that didn't work.

How can I set the InstallShield current working directory to SUPPORTDIR so my Foo.dll can properly load it's Microsoft.Foo.dll referenced assembly?

Thanks