Windows Installer 4.5 Installation Error on XP

While attempting to install Windows Installer 4.5 from the WindowsXP-KB942288-v3-x86.exe file, an error occurred prompting me to select a debugger. The error was to do with update.exe.

After a couple of attempts, I realised that it was still at the unzipping stage of the install, so I loaded up WindowsXP-KB942288-v3-x86.exe in 7-zip and extracted the files. I was then able to run the installer from the extraction.