This was a pretty interesting bug we found in IExpress (the technology we use to package up some of our setups). IExpress is used to package up the .NET Framework, the SDK, Remote Debugger, J# Redist, and the Document Explorer.
During the installation, the IExpress code tries to access some code page not in memory. If there's a network glitch at that point, an exception is thrown that the page is not accessible and you see the error.
The work around is to rerun setup.
Here's the error code and description:
The thread tried to access a page that was not present, and the system was unable to load the page. For example, this exception might occur if a network connection is lost while running a program over the network.
Thanks to Samir (our dev lead) for debugging this one.