Not necessarily. You should be able to run a .msi by default with Windows 7.
Take a look at this thread from Microsoft.
If that doesn’t work, could you post your Dxdiag? It well let me see if you are missing any updates.
-
Windows: Go to the Start menu and type ‘dxdiag’ into the search bar. Open that file and then click ‘Save All Information’. Post that text file here.