Re: .dat or .msi in ThinReg logon script?

You should use the EXE (not .dat or msi) to ThinReg.

The MSI file will contain ThinReg within itself and hence it registers (ThinReg) the ThinApp when the MSI is installed.

Please see this post on using ThinReg Logon script:

http://blogs.vmware.com/thinapp/2008/10/thinapp-thinreg.html