The problem is that there are several different versions of the MSI installer engine, depending on whether you have 2K, XP, ME or 9x. Then there are other versions depending on whether you have a Service Pack installed or not.
The MSI package that ships with ProGen is the very latest, meaning that if your system has an outdated Windows Installer MSI then it will also be updated in the process.
Were that not the case, then a surprisingly large number of people would have to be diverted to Microsoft to get the latest runtimes and download/install those before they could continue with the ProGen installation, so by shipping it here they avoid that frustration. The idea is get everything thats needed into a self contained package.
This is something I learned from Red Alert 2 DeeZire where users were invariably frustrated at the fact that after downloading the mod, they then had to go and get the latest VB6 runtimes and in some instances the latest version of MS Help too.
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