Test machine:
Pentium 4M 1.7Ghz
Win XP Pro w/ SP2
512Mb RAM
30Gb HD
.Net Framework 1.0 and 1.1
Windows Scripting Host 5.6

After double clicking the installation file.  It proceeds to 
act like any other Windows Installer.  After accepting 
c:\Python24 as the install directory, I am presented with 
this screen saying that there was an error and that the 
installation has ended prematurely.

FYI, I tried to install over Python 2.3 (as in upgrade) but 
I got the same error.  So I proceeded to uninstall Python 
2.3 and other installed libraries.  I then restarted the PC 
and tried to install Python 2.4 again.  This bug is the 
symptom of this second try.

Please find the screenshot attached showing the final 
screen.