I haven't tried this out myself, but Mark Hurd posted a useful comment to my VB Resource Kit post...
re: Visual Basic Resource Kit Download Available 10/3/2003 6:45 PM Mark Hurd

Downloaded and installed the RK on a machine with enough free disk and .NET 1.1.
No errors were displayed by the installer, but there was a "page not found" IE Window showing...
To save everyone else's time: URLScan, as installed by W2k SP4, has a default setting that bars URLs with dots in the path (except for the extension)!
Hope that helps out anyone else who might have hit this same problem!!