The error "set up was unable to find the msi package" refers to the installer package and it may be due to the fact that the install file is corrupt or damaged. Try a fresh download from...here ...and do so with Internet Explorer ( if of course you didn't the first time ).
I was doing it in Mozilla, so I just tried it in IE as you said, still says the same thing though :-S I deleted the install files off the desktop first, so I can't see what else to do as it can't be uninstalled (having not been installed in the first place).