Well we managed to resolve this. We went through a number of steps. Not sure which was the critical one, but here's how we got it working.
- Installed .Net 4.0
- Disabled McAfee services
- Disabled Software protection Service
- Have the latest version of Windows Installer
I then ran below locally from the command prompt using the following
C:\temp\msiexec /i dlpmanagementtools.msi /l dlpsetup.txt
You should find the dlpmanagementtools.msi with you distribution files.