When installing the project aggregator it's installed to c:\IDE\
It should be in
C:\Program Files(x86)\Microsoft Visual Studio 9.0\Common7\IDE\
When installing Wix from the MSI the templates should have been installed to
C:\users\USERNAME\documents\Visual Studio 2008\Templates\ItemTemplatesand
C:\users\USERNAME\documents\Visual Studio 2008\Templates\ProjectTemplates
They are just placed as zip files in C:\Visual Studio 9.0\Common7\IDE\WiX
Unpack WixLibrary.zip, WixMergeModule.zip and WixProject.zip to
C:\users\USERNAME\documents\Visual Studio 2008\Templates\ProjectTemplates
Unpack BlankFile.zip, CustomActionCPP.zip, IncludeFile.zip, LocalizationFile.zip, TextFile.zip to
C:\users\USERNAME\documents\Visual Studio 2008\Templates\ItemTemplates
You can now create wix projects using Visual Studio... :)