how to install msi files
How to install an .msi file to view web tv on mac from an operator
MacBook Pro, OS X Mountain Lion (10.8.2)
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MSI files are Windows installers. To install that application, you may try an application like CrossOver, that makes Windows applications run on OS X, without having to install Windows on the Mac.
If it doesn't work, you will have to install Windows on Boot Camp or a virtual machine