Not a real BI topic, but today I discovered that you CAN NOT install SQL 2000 or MSDE on Windows XP via Remote Desktop.
If you do that, setup hangs at a certain point, when it starts to execute some installation script on SQL Server. The MSDE setup display a timeout message after 2 minutes, while SQL Server setup hangs apparently forever.
If you find these two lines in ERRORLOG:
Warning: override, autoexec procedures skipped.
SQL Server is terminating due to 'stop' request from Service Control Manager.
and you are installing SQL Server 2000 or MSDE via Remote Desktop, probably you will be successful installing the software moving yourself in front of the incriminated machine using the real keyboard and a local session!
What have annoyed me is that there is a lack of diagnostics for that, expecially on MSDE2000A setup (who could be used to deploy MSDE with a db-based custom application). And, of course, no kb article on that. Fortunately, this thread on newsgroup helped me but I think it's an important scenario to address (at least in documentation!).