So I got this message:
MSP Error: 28017 SQL Server Setup cannot write to removable media. To continue, specify a directory on a hard disk attached to the computer where SQL Server will be installed.
And I'm installing to locally attached storage. After about 20 minutes of cursing, rebooting, and cursing some more, I went to My Computer and disconnected all my network drives. My logon script helpfully maps network drives, I'd forgotten about them since mapping drives sucks and I don't ever use them (UNC paths for life!). So I unmapped them and suddenly it worked.
Stupid bug, bad error message, and...
I just had an interesting issue with an installation I thought I'd share. I was installing SQL Server 2005 on a Windows Server 2008 R2 cluster. The cluster validates properly (use the cluster validation tool in 2008 R2, it will save you problems) and failed over properly prior to installation. When installing SQL Server 2005, I got through putting in all the information and when it came time to actaully install the software got a "User has cancelled the installation" error, and a notification to check the logs. The logs said:
Waiting for actions from remote setup(s)
Breaking wait state and aborting...