Hi Irene.C,
Could you please let us know the package you created is for Windows or Mac.
if Windows then after running the setup.exe it will run the installer and will show you a small notification window, also if you check the Task manager it should show you 3 msixexec survices. if still the installer is not working then please evaluate the Installer log files.
You can refer to this link for Logs.
http://helpx.adobe.com/creative-suite/kb/troubleshoot-install-logs-cs5 -cs5.html
Please let us know if it helps.
Regards,
Abhijit