OK, usually the wssx files should be associated by Windows after the client connector install, that you are able to install add-ins from your client computer. You can associate the file extension manually to the Windows Server installer.
Go to the Control Panel -> Default Programs -> Associate a file type or protocol with a program, look for the .wssx file extension and change program to Windows Server Install an Add-in, which you can find in "C:\Program Files\Windows Server\Bin\".
Regards
Elvis