Karen
The MSI is only found in the Zipped Version of the Installation Package - it is a Self Extracting Installation Package. Once Extracted it becomes the Folders and Files of the Installation and you will not find it in the location mentioned above / earlier.
I believe that the issue is to do with Windows Associating the Program to open a VCE file with the MSI file in the Zip file - it seems to remember where you downloaded it to (the Path) and when you click twice on the VCE it runs the MSI for some reason.
In Widows type File Associations in the "Type Here To Search" Windows box
In the list of Files / File Associations find .VCE files and make sure that they are associated with the TrimbleBusinessCenter.Exe file found at the following path
C:\Program Files\Trimble\Trimble Business Center\TrimbleBusinessCenter.exe for the v5.3 release installation
I believe that this is where the problem lies - if not let me know
Alan