Can't install a .MSI file

I downloaded a free utility from a legitimate site and the file has a .MSI extension. When I click on it the installer opens and after I accept the EULA get an error that says I should verify that the file exist and that I can access it.
I am using XP home with full admin rights as the only user.
I never have any problems with .EXE installs. I checked the file associations for .msi in Explorer and it is using Windows Installer.
Any ideas?
Thanks
Floyd

 

what is the free utility?

 

Also, empty your temp files and try the installation again.

1) Open Internet Explorer and click on Tools
2) Click on Internet Options
3) On the General Tab, in the middle of the screen, click on Delete Files
4) You may also want to check the box "Delete all offline content"
5) Click on OK and wait for the hourglass icon to stop after it deletes the temporary internet files
6) You can now click on Delete Cookies and click OK to delete cookies

Steve

 

Figured it out, but don't know why it's necessary. I sent it to a zip file and ran it from there and it worked.
I'm puzzled. Are you all able to run a MSI file and have it install directly?
Just curious.
Floyd

 

Weird. MSI is short for Microsoft Installer and I just double click on them to install whatever has that extension.

It is a proprietary format foisted on us by Microsoft.
As if we need another. Bazza