It's been a while since I posted. Hopefully most folks have been able to install VS 2005 painlessly :)
In the last few weeks, I've encountered a few weird issues where the windows installer would return odd errors. Turns out most of these errors are caused by virus checkers being overly aggressive and locking files as VS is trying to install them.
If you start running into weird setup problems with Visual Studio 2005, please try the following:
It's surprising how many machines were able to install VS after doing that.