I just tried that IP. I get a very rapidly appearing and disappearing window that says installing package. Both auto install with IE9 downloads and a manual double click install with a Chrome download work. I've run into some packages that will d-click install but they don't stay installed. I've been using Add from disc to prevent this. Maybe the two issues are related somehow.
At this point, I recommend two things.
1:Uninstall IP, run a reg cleaner, and reinstall it.
2:Fire off a letter to support so they can collect some info on the problem.