Thanks for such a quick reply. I was confused because I wasn't running a Canadian version, but I think I have it figured out. By default my Windows firewall blocks any unknown program from accessing the Internet, and I continued to let it block setup.exe from getting to the Internet because it shouldn't need Internet access for any reason. But once I allowed it to access the Internet, I was able to install on Windows 7 without any workarounds.
For the record, there was definitely no MSI created. I even ran it in a sandboxed environment that lets me see any files created, and so I'm 100% positive that my version didn't create an MSI anywhere. I guess that's most likely due to it not being the Canadian verison, though.