I've seen a lot of users having issues with installing the Hyper-V Integration Components on Windows Server 2003 in the last few days.  The error code seems to differ slightly, but it's usually similar to the message below:

An error has occurred:  One of the update processes returned error code 61658.

If you're seeing this error message, it's because you're still using the Hyper-V CTP release, and the certificate that was used to digitally sign the driver catalogs for the CTP Integration Components expired back in November.

The solution isn't very elegant - you have to install Windows Server 2008 RC1 with Hyper-V Beta. 

It's also important to note that it is not supported to move VMs created with the CTP release of Hyper-V to the beta.  The VHD file format is the same (in fact, it's the same as it was in Virtual Server and Virtual PC), but the VM configuration and the ICs won't work in an upgrade situation.  You can try uninstalling the ICs before moving the VHDs over to Hyper-V beta, but there are no guarantees that it will work.

Along those same lines, it's not supported to upgrade to Windows Server 2008 RC1 if you have the Hyper-V CTP installed - setup will actually block the upgrade, so you'll need to clean install.

And seriously, the Hyper-V beta is amazing.  If you liked the CTP, you'll really like what we've done in the beta.