I have been having this problem installing Team Build (Team Foundation Server Install DVD\bb\setup.exe) lately, and as it turns out, the problem was that my Windows Firewall/Internet Connection Sharing (ICS) service was disabled. If that is not enabled, Team Build will fail during install, and you'll get an error executing the install action "CA_ConfigureFirewall". So make sure the service has been started before attempting to install BigBuild :)