If you’re not logged in as an administrator on a Windows machine you won’t be able to install a MSI package. What’s worse, there’s no “Run as…” command in the context menu (as with other executables) if you right-click the MSI file. There’s a work-around for that described in “Installing MSI packages with elevated privileges”.

In case this link ever becomes dead, here’s what to do:

1. Open registry editor
2. Add a new key “runas” under HKCR\Msi.Package\shell
3. Now set the default value of this key to “Install &as…”
4. Now create the subkey HKCR\Msi.Package\shell\runas\command
5. Set the default value of this subkey to msiexec /i “%1”