Can't find my newly installed Windows Installer 4.5

Question

022614: Windows XP, 
I've installed the newest version of Windows Installer several times and I can't find it anywhere on my system. It is not listed as a program and it is not listed in the Control Panel Add/Remove list.
How am I supposed to find out if my installation actually exists? I want to install an older version of Java (currently have 7u51) so that I can play the Text Twist game on Excite Games. The older version demands that I have Windows Installer on my system
before it can complete the installation. So I go find Windows Installer 4.5 and have tried several times to install it, but I can't find any proof that the installation actually completed.
I expected to see the Windows Installer 4.5 in the Control Panel, but it's not there. I do, however, have the latest version of Windows Installer Clean UP, as well as Windows Fix It.
Any help on this would be HUGELY appreciated.
dmh

Answer 1

Thenk yew veddy mutch! I did run the msiexec.exe and it opened a Windows Installer window with a bunch of instructions about options and parameters that can be used. Here's a little capture of what was shown in the window: 
Windows ® Installer. V 4.5.6001.22159 
msiexec /Option <Required Parameter> [Optional Parameter]
Install Options
</package | /i> <Product.msi>
Installs or configures a product
/a <Product.msi>
Administrative install - Installs a product on the network
/j<u|m> <Product.msi> [/t <Transform List>] [/g <Language ID>]
Advertises a product - m to all users, u to current user
</uninstall | /x> <Product.msi | ProductCode>
Uninstalls the product
Now I assume that this window is showing me that I "have" installed Windows Installer v4.5.6xxxxxx.xxxxx. I'm a little surprised that it doesn't list itself in the Control Panel. 
I did go to the long link you provided and discovered that during my searches I had actually sifted through that forum (up to 18 pages, then I quit as I couldn't find any postings or threads regarding how you verify that you have, indeed, installed WI 4.5). 
That was another surprising thing about the Windows Installer installation steps - the last step DID NOT verify that the installation was completed and everything was working properly. 
So I'm very grateful that you gave me extremely useful information and now I'm off to try to install Java 6, 32-bit. Hopefully my WI4.5 installation will behave beautifully and I'll again be able to go into "brain dead" mode while I play Test Twist up to
100,000 just before I go to bed :)
dmh