|INSTMSI.EXE - Install Windows Installer Runtime|
The Windows Installer runtime (needed to install MSIs) comes with the WINME, WIN2000, WIN2003, WINXP or any more recent Windows operating systems.
You may or may not already have it on any particular WIN95, WIN98 or WINNT operating systems, some products include and install the runtime. MS Office is one example of such a product.
"INSTMSI.EXE" is an SDK program which determines which of two Windows Installer setups should be invoked ("InstMsiA.exe" or "InstMsiW.exe"). The "A" (ANSI) version is for WIN95, WIN98 or WINME and the "W" (unicode) versions for the rest.
Microsoft make it very hard to find and I didn't find it in my SDK (where the doco says it is) however you can try to search Microsoft's MSDN site.
You can find the "InstMsiA.exe" and "InstMsiW.exe" downloads relatively easily if you search for "Windows Installer Redistributable". Note that they are refered to a number of different ways just to make it that much more interesting...