Solution – copy the installer file into the temp folder and install!
If you are using Windows 7, it’ll probably be this folder by default:
Just copy and paste it into Start – Run.
Took sometime (and dedication) to figure this out, but nothing else worked. Tried changing TEMP and TMP variables and checked permissions etc. Wasn’t about to reinstall Windows. Had plenty of installers using the NSIS (Nullsoft) system install, just this one was giving me grief (WinPcap_4_1_1.exe).