After downloading the ISO image, a process that took 6 or 7 hours, I'm now trying to install it. Why did it take over 6 hours? Well, I have a 2 Mb/sec connection, but somehow I had a download speed of 7 KB/sec for a considerable amount of time. Perhaps I wasn't the only one downloading...
The first attempt to install the package failed with no errormessage. This was on a clean install of Windows 2003 server. So now here's the second try and this time we're getting somewhere. Although... who implemented this highly (not!) informational message?

What directory are we talking about?