Newbie needs help getting an .msi to write and install only to a network drive

You will want to make a transform for your changes.  Never modify the vendor's .msi.  You can use the property TARGETDIR to install to U:  Make your modifications and install silently to not show the installation sialogs.  Or you can hide the installation windows by using the dialog screen inside the editor.

You can install files to multiple drives using single MSI. You do not require custom actions or scripts to do that. You just need to put some tricks in the directory table. So here it goes...

Suppose you need to install some files on D Drive, some on E Drive and some on F Drive.

First create property in property table for these drives.

You can also use Set Property custom action if you do not want to hardcode it and use some environment variables from your builds.

Now in Directory table put the following entries:

Notice that Directory_Parent is kept blank.

Now if you go to the file section of installation expert, you can see these folders separately on the top. You can add your folders and files as desired now in these.

At installation time the property will resolve the drive and make your files to install at the correct location.

Note: Make sure to use this only when the drives you mention are present on destination machines.
This procedure might give you ICE error, but you can ignore those. It will have no impact on the working of MSI. 

You can also see my post here:
www-secure.symantec.com/connect/blogs/installing-files-multiple-drives

...all the while remembering that, if your deployment system uses the local System account to access the workstation, it will have no network access. If your users are deploying the package, they'll need appropriate rights to the network drive.