I was setting up my machine with Vista RTM and have noticed that a few MSI packages would fail to install with an error code 2869 and then a number (two or three) dialog boxes empty of any text. I figured out that these packages are the ones that were interacting with other programs (in this case Visual Studio 2005) and they seem to be denied permission.
The quick and dirty solution I found to make them install is to create a batch file with the following command:
msiexec /i "path-to-package.msi"
Save the file then right-click it and select "Run as Administrator". That makes it work.