Thanks, while my French is almost non-existent I know the dialog you are referring to.
It sounds like the registry keys needed to recognise and open msi files are missing or incorrect.
Paste the following into a new file (eg. with notepad) and save the file with a .reg extension. setupmsi.reg will do ok. Then double click on the saved reg file and add the keys to your registry. (The first line "Windows Registry Editor Version 5.0" must be the first line in the file).
======
Windows Registry Editor Version 5.00
[HKEY_LOCAL_MACHINE\SOFTWARE\Classes\.msi]
@="Msi.Package"
[HKEY_LOCAL_MACHINE\SOFTWARE\Classes\Msi.Package]
"EditFlags"=hex:00,00,10,00
"FriendlyTypeName"=hex(2):40,00,25,00,53,00,79,00,73,00,74,00,65,00,6d,00,52,\
00,6f,00,6f,00,74,00,25,00,5c,00,53,00,79,00,73,00,74,00,65,00,6d,00,33,00,\
32,00,5c,00,6d,00,73,00,69,00,2e,00,64,00,6c,00,6c,00,2c,00,2d,00,33,00,34,\
00,00,00
@="Windows Installer Package"
[HKEY_LOCAL_MACHINE\SOFTWARE\Classes\Msi.Package\DefaultIcon]
@="C:\\WINDOWS\\System32\\msiexec.exe,0"
[HKEY_LOCAL_MACHINE\SOFTWARE\Classes\Msi.Package\shell]
@="Open,Repair,Uninstall"
[HKEY_LOCAL_MACHINE\SOFTWARE\Classes\Msi.Package\shell\Open]
@="&Install"
"MUIVerb"=hex(2):40,00,25,00,53,00,79,00,73,00,74,00,65,00,6d,00,52,00,6f,00,\
6f,00,74,00,25,00,5c,00,53,00,79,00,73,00,74,00,65,00,6d,00,33,00,32,00,5c,\
00,6d,00,73,00,69,00,2e,00,64,00,6c,00,6c,00,2c,00,2d,00,33,00,36,00,00,00
[HKEY_LOCAL_MACHINE\SOFTWARE\Classes\Msi.Package\shell\Open\command]
@=hex(2):22,00,25,00,53,00,79,00,73,00,74,00,65,00,6d,00,52,00,6f,00,6f,00,74,\
00,25,00,5c,00,53,00,79,00,73,00,74,00,65,00,6d,00,33,00,32,00,5c,00,6d,00,\
73,00,69,00,65,00,78,00,65,00,63,00,2e,00,65,00,78,00,65,00,22,00,20,00,2f,\
00,69,00,20,00,22,00,25,00,31,00,22,00,20,00,25,00,2a,00,00,00
[HKEY_LOCAL_MACHINE\SOFTWARE\Classes\Msi.Package\shell\Repair]
@="Re&pair"
"MUIVerb"=hex(2):40,00,25,00,53,00,79,00,73,00,74,00,65,00,6d,00,52,00,6f,00,\
6f,00,74,00,25,00,5c,00,53,00,79,00,73,00,74,00,65,00,6d,00,33,00,32,00,5c,\
00,6d,00,73,00,69,00,2e,00,64,00,6c,00,6c,00,2c,00,2d,00,33,00,37,00,00,00
[HKEY_LOCAL_MACHINE\SOFTWARE\Classes\Msi.Package\shell\Repair\command]
@=hex(2):22,00,25,00,53,00,79,00,73,00,74,00,65,00,6d,00,52,00,6f,00,6f,00,74,\
00,25,00,5c,00,53,00,79,00,73,00,74,00,65,00,6d,00,33,00,32,00,5c,00,6d,00,\
73,00,69,00,65,00,78,00,65,00,63,00,2e,00,65,00,78,00,65,00,22,00,20,00,2f,\
00,66,00,20,00,22,00,25,00,31,00,22,00,20,00,25,00,2a,00,00,00
[HKEY_LOCAL_MACHINE\SOFTWARE\Classes\Msi.Package\shell\Uninstall]
@="&Uninstall"
"MUIVerb"=hex(2):40,00,25,00,53,00,79,00,73,00,74,00,65,00,6d,00,52,00,6f,00,\
6f,00,74,00,25,00,5c,00,53,00,79,00,73,00,74,00,65,00,6d,00,33,00,32,00,5c,\
00,6d,00,73,00,69,00,2e,00,64,00,6c,00,6c,00,2c,00,2d,00,33,00,38,00,00,00
[HKEY_LOCAL_MACHINE\SOFTWARE\Classes\Msi.Package\shell\Uninstall\command]
@=hex(2):22,00,25,00,53,00,79,00,73,00,74,00,65,00,6d,00,52,00,6f,00,6f,00,74,\
00,25,00,5c,00,53,00,79,00,73,00,74,00,65,00,6d,00,33,00,32,00,5c,00,6d,00,\
73,00,69,00,65,00,78,00,65,00,63,00,2e,00,65,00,78,00,65,00,22,00,20,00,2f,\
00,78,00,20,00,22,00,25,00,31,00,22,00,20,00,25,00,2a,00,00,00