a: Simple solution, MSP files don't have the context menu to Run as administrator like EXE files do. So we need to be elevated before we run the MSP.
- Click Start - type CMD (but don't hit enter)
- When cmd.exe shows up in the results list, right click on it
- Click "Run as administrator" / Click Yes if prompted by User Account Control
- From here navigate to the folder where your MSP file is stored, let's say D:\Download\TMG_2010_SP1
- Execute the MSP file by simply hitting tab, until the name is displayed or typing the name into the prompt.