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MSXML 4.0 Transformation Issues

Problem

When running a transformation scenario that uses the MSXML 4.0 transformer, I receive an error that looks like this:
Could not create the 'MSXML2.DOMDocument.4.0' object.  
Make sure that MSXML version 4.0 is correctly installed on the machine.

Cause

It is likely that the latest MSXML 4.0 service pack is not installed on your computer.

Solution

To fix this issue, go to the Microsoft website and get the latest MSXML 4.0 service pack.