You can't run MSI or CAB files "As Administrator" directly from the explorer in Vista. The installer will fail when it needs to run something in elevated privileges. This is exactly what happened to me when installing Telerik Reports and it attempted to "CREATE DATABASE". There is no "Run as Administrator" context menu in this case, so the quick work around is:

• Locate the Start Menu | All Programs | Accessories | Command Prompt. Right-click and click "Run as Administrator".
• Now find your CAB or MSI file and run it from the command line where it will run with elevated privileges.

Installing CAB / MSI on Windows Vista for more info.