Geez, I'm sorry my first post and it's a stupid one. I found the answer over on the plug foum. But since my post is here already I have to finish with this follow-up question.
Do I need to download all of them?
msxml.msi - I have this one installed
msxml4msms.exe - this one asks where it should be installed, I don't know where
msxmlcab.exe - this one also wants a destination, I don't know where!
msxmlsdk.exe - I don't know about this one, thought I'd wait to hear about the others first