Normally when using Thunar you can right click and install the package. But that hasn't been implemented yet in the beta (I'm assuming since it doesn't work for you). Mine (earlier than beta) does it at this time as I've added the options. When using Thunar click "edit" > "configure custom actions". Scroll down to the "install package" entry. Select it and then click the button on the right that resembles a pencil and paper "edit". When the new window opens, add this line to the "Command" field.
gksu -g "/sbin/vinstallpkg %F"
This is assuming that you have gksu in your machine. I compiled and installed gksu. The devs have made a app that mimics gksu and is invoked by the same name. It's lighter weight. Not sure if that made it into the beta at this time.
Thanks. Had a look and found that there is a command for gksu, but it does not seem to be the full gksu, so it sounds like the app you're talking about. I modified the command field, but it still doesn't work - must be something else upseting it..
Remember, this beta really isn't/wasn't ready for the general population yet. VL5.8 Standard or SOHO are our current "Complete" releases.

I'm not too worried about beta software, but I'm sufficiently unfamiliar with Vector itself to find some things confusing. I've got a copy of 5.8 Standard live, so I may replace the beta with that, at least until I know my way round Vector a biy better.
There are lots of things to like in Vector - the cruxports stuff works well, and I like some of the utilities that are included as well. I'm not sure I'd switch from Zenwalk, but its certainly an interesting alternative.
paul.