If you use fast user switching to log on with administrative privileges, the installation of SQL Server 2000 Desktop Engine (MSDE 2.0) will fail with:
Please wait while Windows configures Microsoft SQL Server Desktop Engine
Time remaining: 6 seconds
When you press Cancel, Setup does NOT cancel and the folder created is NOT deleted.
Some programs that were written before Windows XP are NOT compatible with the multiuser feature.
To workaround this behavior, do a normal log on with an account that is a member of the local Administrators group and install SQL Server 2000 Desktop Engine.