When you try to install an MSI-package through a remote desktop (RDP) session you could get the “Windows Installer does not permit installation from a Remote Desktop Connection” dialog.
Most people seem to think that the \\tsclient\
Copy the MSI package to the remote client and run it locally.
If you find yourself in the position where you must use the mapped drive for installing software, map the \\tsclient\
net use X: \\tsclient\
then install from the X:\ drive.. seems the installer does not check the “real” path to the mapped drive.
more info at: http://support.microsoft.com/kb/927063