Auto Assigning Applications via GPO

HI All,

Is there anybody who can help me resolve my problem in Assigning Applications via GPO.

What I did was:
1. Create and MSI file using advance installer.

2. Encorporate that MSI file to GPO via User Configurations - Software Settings - Software Installation. I have tried to set it on Computer Configurations but it doesn't work.

3. I chose Assign Options and will install automatically when a user logon.

5. I also enabled the options "Always install with elevated privilledges" on Admin Template - Windows COmponents - Windows Installer in both user and computer configuration.

4. Successfully, the applications was assigned to a user, and placed it on their desktops and/or start menu.

My problem now is, when a user double click the assigned applications on their desktop, it pormpts me an error stating "it needs admin rights to install the applications"

Do I missed anything?

Is there a way to auto-install applications when a user login to their computer instead of assigning it to their desktops then install it on their own?

Any help would be highly appreciated.

Thanks
James