At first it failed to run the install until I found that I had to run the CMD.EXE as ADMIN and then run the msi command- msiexec /a "path-to-msi-file". then it gave me was installed message at the end.
I didn't have to do anything like that. Just double clicked the MSI file, waited for the install to complete, and then when I opened up PowerBuilder Team Foundation Server showed up on the list and in HKLM\SOFTWARE\Wow6432Node\SourceCodeControlProvider\InstalledSCCProviders.