Advanced exe installer not installed on proxy connection with user request and password.
It does not open a prompt asking for username and password, but I need to authenticate the user current logged in windows.
I am afraid I do not fully understand the issue you are facing with. Do you have trouble getting the Advanced Installer setup package (advinst.msi) installed on your machine? Or do you face installation issues generated by the setup packages built with Advanced Installer tool?
Can you please give us more details about your scenario? Maybe iterate a detailed test case, attach some screenshots, etc.