For some reason when I try to install most software, I click on the setup.exe file and then nothing happens. I tried to fix the problem by installing hte most recent version of windows installer, but no luck. All I see is a little tab on the bottom of my screen that says "Setup" but I can't bring up the window.... nothing happens.

This is a new problem. I'm on Windows XP on a Sony Vaio... pretty recent install of windows with no real tweaks or anything. Just running AVG anti-virus, ZoneAlarm, and Outlook. All windows updates are applied. Any idea how to rectify this?