You are clicking the wrong thing.
EB 1.1 installer is not build using msi and thus doesnt require any msi file to work.
This is how you install EB.
Preparation:
Install RTW, patch it to 1.3 and then 1.5 (If you have gold version you dont need the patches)
Download EB 1.1 (it will be EB1.1_setup.exe file I think)
Installation:
Double click EB install file and fallow instructions.
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