I was trying to install Microsoft SQL Server Management Studio Express (what a long name) on a machine and kept getting error 29506 right near the end with a Rollback action thereafter.
To get this program installed you will need to run Command Prompt as Administrator and then run the MSI (installer) from there.
C:\Windows\System32\ then right click on cmd.exe and select Run as Administrator. Once the console has loaded, you can “cd” to the directory and then run the installer from there.
For me it looked like this: