i had this same problem...
when it is done loading the installer tries to load an active x control that is supposed to automate the iis setup but it can't find the control
all u have 2 do is open iis manager and go2 properties of your web page .. then go2 the home dir tab and click to configure.
now add a new interpreter, (browse for the php.exe) then add the verbs post,get
then ok
now it should work!
marashee