You have a design / architectural issue that is best solved by having the user run this as a configuration step after the install. The issue is that custom actions run with the LocalSystemn account, and usually that aacount has no network access privileges. The alternative is is to modify your MSI file (with Orca) so that your custom action runs with impersonation:
http://msdn.microsoft.com/en-us/library/aa368069(VS.85).aspxand see msidbCustomActionTypeNoImpersonate
but then on Vista and later it won't run with admin privileges.
Phil Wilson