Q:  I've downloaded JBrute, but when I try to install it, I get an error message that says "There is a problem with this Windows Installer package.  A DLL required for this install could not be run."  What's the problem?

A: You don't have "Windows Installer 3" installed.  This is part of all "fully service packed" modern Windows OSs but not everybody installs all the service packs. 

The easiest way to solve this problem is probably to use MS's automatic Windows upgrade mechanism.  You can do that by going here: http://www.update.microsoft.com/. 

If you don't want to do an automatic OS upgrading, then you could try just adding the Windows Installer 3 package from here:  http://support.microsoft.com/?kbid=884016 

More Info.

The installer for JBrute is built using Windows Installer, a part of the OS.  Installers like this are not "stand alone."  They depend on OS components which may not have been available when your OS was released.  One known example is Windows XP.  If you don't have SP2 installed, you probably don't have Windows Installer 3 and you can expect this problem.