This is what I received:
I am a local admin on this machine, but it may be asking for more rights than I currently have.
So, I logged off, logged back in as the domain administrator, and voila, the setup completes!
It is now installed. While I was at it, I installed the UNC add-in for networked drive search, and the Outlook Saved Mail add-in.
So far, it seems to have a similar functionality as the search feature built into Vista.
Downloads are available here:
Windows Desktop Search 3.0 for XP
Windows Desktop Search 3.0 for Server 2003
Windows Desktop Search: Add-in for Files on Microsoft Networks
Windows Desktop Search: Add-in for Outlook saved mail (.msg file) indexing
And finally, you can browse the search results for Windows Desktop Search on Microsoft's download site here.
Microsoft Small Business Specialists