You should have been able to execute the downloaded file. If it didn't, there may be some other problem.
I
was able to execute it, Jim. What I'm reporting is that the sequence went like this:
1) Attempt MC 11 install
2) Dialog box message pertaining to M$ runtime package ?
3) Downloaded and Xferred M$ package (as EXE) to media server
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4) Attempt MC 11 install
5) Dialog box message pertaining to M$ runtime package
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6) Manually ran M$ runtime package to unpqack contents
7) Attempt MC 11 install
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Install OK
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At step 4 above, your installer could be reworked to detect the presence of the M$ package (as EXE) in the same folder, then--on its own--unpack its contents on behalf of the person performing the installtion.
Further, the dialog box message in steps 2 and 5 could be more explicit in relation to the requirement of having the M$ runtime package aboard the media server. I simplay guessed at this based on the URL reported in the dialog box.
Again, please don't make any assumption about anyone's media server being connected to the 'Net. I specifically keep mine OFF the 'Net so as 1) not to infect it and 2) other personal reasons.