Installs are kept here:
c:\windows\installer
(Try %Windows%\installer if the above doesn't work.)
I would sort the file contents by descending Date Modified and see if you can drill-down into the directory that contains the setup you were running moments ago.
If you don't have access to the above folder you may need to add Admin privs to your account.
Let me know what you find.
Regards,
Jon500