If you receive:

<b>
   Installation is incomplete

   The following Internet Explorer x.x components were not installed.

   Internet Explorer x.x Web Browser
   Windows Desktop Update
   Microsoft Outlook Express

   For more information, click Help. Setup will now finish the
   installation for components that were installed successfully.</b>
at the end of Active Setup, try the following, after restarting your computer:

1. Copy the Winhlp32.exe file into the %SystemRoot%\System32 folder.
    (Copy it from %SystemRoot% or expand it from the CD-ROM.)

2. Try to install IE.