What is the hidden, system Config.msi folder?

From PCHell -- What is the Config.MSI Folder and Can I Delete it?

The folder is used by the Windows Installer process during an installation of software. It saves files with the extension of .RBS and .RBF. These are Rollback Script Files used by the installer to uninstall recent changes if an install fails somewhere along the way. The rollback script file (.rbs) is always stored in the Config.msi folder on the disk where the operating system is installed. The .rbf files are stored in the Config.msi folder located on the disk where the program that is being backed up currently resides. These can be two different drives.

Essentially the CONFIG.MSI folder contains backups of files that are being installed or updated during a program installation. Upon a successful completion, this folder and files are deleted automatically. However, sometimes the installer program fails to remove these files. In this case, you may safely delete the CONFIG.MSI folder and files from your hard drive.