I came across an interesting issue with VS2010 RC1 on XP SP3 the other day.  I'm on a customer site and it affects all of their machines.  When you tried to install Visual Studio the installed would just crash and exit.  I narrowed this down to Data Execution Prevention (DEP) causing the installer to exit.

 The solution ended up being to disable DEP by changing the boot.ini to

[boot loader]
timeout=30
default=multi(0)disk(0)rdisk(0)partition(1)\WINDOWS

[operating systems]
multi(0)disk(0)rdisk(0)partition(1)\WINDOWS="Microsoft Windows XP Professional" /fastdetect /NoExecute=AlwaysOff

Hope this is useful to someone