You may find, as I have, that some MSI files do not seem to run under Vista giving a cryptic 2869 error in a dialog box when you try.
You can solve this problem by running the MSI as an admin, but the usual Run As Administrator is not available when you right-click on the MSI file.
The solution is to launch a command window as an administrator, so as to elevate your priviledges, and then use msiexec /i [program].msi to run the install. Of course you can set up a batch file to do this if you will need to do it repeatedly.
You seem to need to use the full path of the msi file as the argument to msiexec to get this to work otherwise msiexec tells you that it cannot find the file.