Windows-Installer MSI: failing without a trace

Did you ever try to install a program on a microsoft windows OS with msi (Microsoft Installer)? This type of installation mostly works, but sometimes the process ends with a dialog: "There was an error .. Please try again"
And of course, everyone tries again, but just the same dialog. Ok. Reboot. Same dialog...
Hmm - this will not work.
If you ask some friends, you get the typical answers:

• use a real operating system
• on Linux this never happens
• buy a MAC

But not the OS is the problem. The problem is, that there are no logfiles for the installation process.
However, this can be changed:

• Start regedit and edit the registry at HKEY_LOCAL_MACHINE\Software\
  Policies\Microsoft\Windows\Installer
• Add Reg_SZ: Logging
• Set Logging to "v"
• open a shell via cmd and type "cd %temp%". In this directory you will find logfiles of the next installations.