PRO11.MSI is on the Word (or Office) installation disk that should have come with your software. Put the disk into your CD drive. Go to Start > Search and search for 'pro11.msi' on drive D (or whatever other drive letter your CD drive uses). Make a note of the path.
Try again to install the translation feature. The installation package might automatically locate the required file but, if you get the same message as before, either click the 'Browse' button to locate the relevant file or manually enter the required path.
However, to the best of my knowledge, no version of Word includes a built-in translation function. All that the translation package does is route your translation request, over the internet, to WorldLingo.com, which you can use directly here:
http://www.worldlingo.com/en/products_services /worldlingo_translator.html
Personally, I'd rather use Babelfish:
http://babelfish.altavista.com/
Chris