at least in the case of Virtual PC I can tell you with some certainty that a reboot will complete the installation and populate the empty folder with shortcuts.
You might notice the little yellow shield in your "Shut down" button. That's Windows' way of telling you that an installation isn't yet complete and requires a restart.
As for Visual Studio, I'm not sure but I notice you have VS 2008 installed. The 2010 Express version might conflict with it, but I don't really know as I'm not familiar with Visual Studio.
But first things first: reboot.