I agree, the fact the message is sometimes "if you want to install, then check the box..." and even on the same message box, the next message is opposite with "if you do not want to install, then check the box..." is pretty annoying and poor that anyone does it.
However, I don't think this is possible simply because you have so many variables...
Software updates and new versions means potential new names (either a completely new name or the the software adds a new version to it's name). Software share similar or even the same name which could be annoying etc.
Furthermore, you'd have to know what software you didn't want to install first. Although I appreciate you'd add it piecemeal I would ask if you're in a situation where you're really being asked to install the same piece of software again and again.
However, Install Block from Bash software kind of does what you want, but not exactly (although it may have helped compared to the Windows UAC issue you described).
Install-Block allows you to require a password to be entered in order for new software to be installed on your computer. An ideal solution for parents, employers, and teachers who seek to secure their PCs, Install-Block can protect you from software potentially harboring adware or spyware. The program can also return to you the productivity lost through the use of games (be it Solitaire or games on the web), instant messaging programs, MySpace, and other distractions. In addition, you can prevent harm to your computer by denying access to system tools and other Windows features. Virtually any program, individual window inside an application, or website can be restricted from use. When someone tries to access a feature that the program administrator has chosen to block, a password prompt is displayed, and without the password the user cannot continue.