I've seen this many many times.
When i need to reinstall the zcm 11 adaptive agent on a machine, i often remote control the machine with mstsc /v:dns /admin
Then when i click on the adaptive agent installation icon, the setup starts.
In the right corner you see the zcm icon, and with mouse-over you see a text "pre agent installation, click for the status"

But you can't click on it to see the status balloons. (1 of 48...xxx.msi), nothing happend when you click on it, left or right doesn't matter.

Without a rdp session you can see the status.

Is this a known bug. I think it's very annoying, i don't see when it's finished.