It sounds like Mojo isn't even running. I think that's the installer you're seeing, and it's written by Microsoft.
Generally you see four or five "do you really want to do this" windows. The last one is the UAC window, and then Mojo finally runs and shows either its license dialog or main window.
This is Microsoft's ClickOnce installer. I love the idea of ClickOnce but the implementation has a lot of problems. I used it in HotkeyNet 2's beta and a number of people reported problems like this. I'm trying it again now because it's a new version of ClickOnce (the version that comes with Visual Studio 2010) and I hoped it would work better.
I think ClickOnce saves an error log somewhere. I'll try to find out.
I'm not sure what to do about this. I'll think about it overnight.
Thanks a lot for letting me know.