Microsoft .NET Compact Framework 3.5

[thesfactor]

I just downloaded this file (.msi) from my phone's browser by hitting "Open". Now I'm not sure what happened to the file because it says it's downloaded but nothing changed since then. I closed Opera and everything else but I can't seem to find where the file is. I guess it isn't downloaded to my storage card since I didn't "save". Anyone please help me with this?

Also, do I need to activesync to install a .msi file? Can I just do the same thing that I do with a .cab file which is drop it on my storage card and open it? Thanks...