Googling the error only drove me further in the wrong way. Only when I decided to run the script locally on the target computer I realised it wasn't an authentication problem. At least not any more.
The error was now "SWbemServicesEx: Not found". I then noticed the Win32_Product class I was using to install the MSI files did not exist. I googled for the error and found lots of people with the same problem but no straightforward solution. Well... it turns out this was not the first time this happened to me... Maybe the next time this happens I google it and find my own blog post with the answer. It's as simple as this:
- "Add/Remove Programs"
- "Add/Remove Windows Components"
- "Management and Monitoring Tools"
- check "WMI Windows Installer Provider."
- "OK", "Next" and "Finish"
You might need the installation disk or at least the i386 folder.