Microsoft has finally released the long awaited version of Windows Installer 4.5 that will support pre-vista Operating systems such as Windows XP and Windows 2003. In addition to features packed in MSI 4.0, MSI 4.5 also includes the following enhancements -

• Multiple Package Transaction
• Embedded UI Handler
• Update Supersedence resiliency
• Shared Component Patching resiliency during uninstall
• Custom Action execution on Update Uninstall

More information on MSI 4.5 can be found below -

Windows Installer 4.5 Blog on MSDN

Download Windows Installer 4.5

MSI 4.5 Release Information in KB Article 942288 on MSDN