If I Update Windows Installer, Will I lose my data?

I tried to install a game but it needs a newer version of windows installer. Then, i tried to update it. But it says i need to backup my system. I don't want to lose it, but I want to play the game so badly. If I just continue, will I lose my data??
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    You will not lose any data by updating the installer. My guess is that you've disabled System Restore and are seeing a message to that effect.
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