I was just having the same problem and I got it fixed.
I know you said don't suggest using a Loader, but it really is the best way.
Google for 'scloader2b' - with this you can put the Starcraft Install.exe in the Starcraft folder, and the Brood War Install.exe in a subdirectory called BW and the loader will automatically load them both for you.
I was looking for a way of editing registry values to point to both Install.exe files, or to merge them somehow, but this file is only 80kb and it does the job, so I'm happy now!
________
T360