"this installation package cannot be opened"

i have been getting this message:

this installation package could not be opened. verify that the package
exists and that you can access it, or contact the application vendor to
verify that this is a valid windows installer.

when im using cmd and type "msiexec -i <filename>", i can open the file
but.... for some of the installation files, you need to open the msi file
from the setup.exe itself or else it will say "this file can only be opened
from <blahblahblah>".

it ****es me off.

im using:

Window Vista Home Premium
x32 Operating system