@lubos can you supply him with an exe setup file to see if the problem is msi related. Most of the software that people download is exe format so its difficult to test whether the problem is msi related or an issue with manager. One safe msi to install is Flash player msi - just google flash player msi download and install the latest flash version.
@neale Msi files don’t necessarily default to running as administrator. You need to click shift and right click to get the run as administrator option. You should not need to do this if you are running with admin privileges but you could try and see if it makes any difference.
One thing that could be the problem is some software running on your computer that could be preventing the install. Do you have any software like Lavasoft Adware or Spybot S&D. Lavasoft seems to be the prime culprit in a lot of problems.
Try open run and type msconfig. Try selecting diagnostic startup and reboot and see if you can run the msi install. If this does not work, then select selective startup and tick load system services and untick the other two boxes. what this will do is allow you to see if some program like your anti virus, or Lavasoft could be interfering with the install.
Hope something here helps.