OK, I did that. Almost all of the setup.exe files will not allow that. One that did, in Install Wizard, started to run, and then hung up just like the install discs.
The .msi search returned nearly 3,000 results.
I need to go run some errands now. I’ll read this thread again when I get back in a few hours.
If that is the case, it sounds like you are not signed in with an Administrator account.
Did you get a popup asking for alternate credentials, or did it just say, "Dave, I'm afraid I can't do that."? ;-)