Windows Installer and Media Player

Ok, I have had the problem before. When I installed RPG Mkaer XP awhile ago, Windows Installer would every startup at every boot, Then if I let it go, it says cannot find 'setup.msi'. Then I have to click cancel about 3 times.

Now I installed Microsoft FrontPage 2003, and when I startup AIM, Windows Installer comes up and makes me click cancel before it loads AIM. Then in Internet Explorer whenever I start it up I need to click cancel 3 times. Then whenever I click the back button it makes me click it once. And when i try to join a server on Counter-Strike: Source, the server doesnt load till I minimize and click cancel, then maximize CS:S and it works.

When I go to Task Manager, it has 'msiexec.exe' running which is the process for the installer, and it keeps running even when the Installer window isn't up until I close the process.

And when I play a song in Windows Media Player, and I close it, sometimes the process 'wmplayer.exe' keeps running till I cancel the process.