I found this great article at Microsoft detailing Windows Mobile installation failures:
http://blogs.msdn.com/windowsmobile/archive/2005/11/29/497981.aspx
To sum it up first run the install again and respond to the "We don't know where this came from" prompt by pressing YES quickly. The timeout default is No.
Secondly, grab the setup log and email that to our support. The setup log is located: \Application Data\Volatile\setup.log
Installation failure on Windows Mobile devices
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Last Updated
2nd of December, 2007
