How to install .MSI files in Windows Vista

One way around this is to create a small bach file that uses the msiexec.exe executable to launch the msi. When referencing the file names, you must fully qualify them.

Here's an example of one used to install the Power Tools for Team Foundation Server:
C:\Windows\System32\msiExec.exe -i
C:\Users\rternier\Documents\Downloads\tfpt.msi

Once you have a batch file (.bat) with that in it, right click it, and choose Run As Administrator.
And there you go.