It could help if you said what game it is...
.msi is in general the excavation file for an installation.
If I were you I'd first just check the disk(s) that came with the game. Games often do that with software that is needed (like DirectX for example) to play the game. If it's not on the CD, the have a look at the games website and see if it sais anything about it there. And if all else fails, then I'd turn to the loathed '
readme's'. That's where it definitely should say at least something about stuff like this; if not, the game sucks...
edit: Could this be of interest?
http://www.smartsound.com/support/qxpar ... pdate.html