Well, by pure chance I found the "mistake" now:
I've installed "Xteeq Saystens X_Serup" and must have clicked here: (for Nero-burning): 'Deactivate CD-ROM shares whenlogged on'.
And I didn't read, what it says more down on that page: "IMPORTANT: It can happen that the Windows installer software does not longer allow you to install software when this option is choosen. Deactivate this option in that case."
What I did. Now all works fine.