*.msi is the extension for the Microsoft installer package.
An .MSI file usually is a Microsoft Windows installation file, associated with "Windows Installer." It contains control information that identifies several installation criteria for a Windows application.
A PKG file is not compatible with any windows based PC as it is a Mac installer file.
A compiled Help File in Windows will have the extension .chp
A console is saved in a file with an .msc extension.
Windows applications in general (not just for Windows 3.1) automatically append the file extension.
file extension
File Extension
The windows installer (previously known as Microsoft Installer) is a software component used for the installation, maintenance, and removal of software on modern Microsoft windows systems. The installation information and often the files themselves, are packaged in installation packages, loosely relational databases structured as COM structured Storages and commonly known as MSI files from their default file extension.
.exe and .msi
The file name extension of clip art in Windows Clip Organizer is .jpg (JPEG).
Unix audio file.
.doc