We are trying to install a patch in Microsoft Dynamics/Great Plains. When we double click on the "filename.msp" we see an error message stating that "Windows cannot open this file", and also stating "To open this file, Windows needs to know what program created it. Windows can go online to look it up automatically, or you can manually select from a list of programs on your computer. What do you want to do?" (Choices are "use the web service to find the appropriate program" or "select the program from a list".)
We have confimed that this Windows XP is running SP2, has the latest Windows Installer 3.1 installed.