You install a product from a .msi, and whilst Windows Installer is running you get an additional progress dialogue:
Windows Installer Coordinator Please wait while the application is preparing for the first use. [Cancel]
Had this on a 2008 R2 RDSH server, and found KB2655192 which says that the affected products are all editions of Windows Server 2008 R2. But I tested and had the same problem on Windows Server 2012 when configured as a remote desktop session host.
The same workaround sorts it. I used the registry method, create a DWORD called Enable with a value of 0 (zero) at
HKEY_LOCAL_MACHINE\Software\Policies\Microsoft\Windows NT\Terminal Services\TSAppSrv\TSMSI
There’s no need to reboot after setting this value, just set it, run your problematic installer, then delete the value again afterwards.
For info, I had this when installing IBM SPSS Statistics 20.
Robin CM's IT Blog 