SQL Optimizer MSI install error: "The feature you are trying to use is on a network resource that (4289429)

When I attempt or try to install SQL Optimizer using Slient Install or manual install, I get the error:

"The feature you are trying to use is on a network resource that is unavailable. Click OK to try again, or enter an alternate path to a folder containing the installation package 'NETCFSetup[1].msi' in the box below."

AND

“The file 'C:\Documents and Settings\U74981\Desktop\NETCFSetup.msi' is not a valid installation package for the product Microsoft .NET Compact Framework 1.0 SP3. Try to find the installation package 'NETCFSetup[1].msi' in a folder from which you can install Microsoft .NET Compact Framework 1.0 SP3.”