I've bee reading

http://www.craigberntson.com/docs/complus.pdf

and already have the dll properly added to com+ in my development pc.
Then I tried to do this:

Client Installation
You ve seen how to install the component on the server. However, in a production
environment, the client at this point knows nothing about where this component is
located. You need to install the proxy information on the client. The Component
Services Manager provides a wizard for you to create the client install package. The
following steps walk you through this.
1. In the Component Services Manager, right click on My COM+ App and select Export. The COM+
Application Export Wizard is launched. Click Next. The Application Export Information page is
displayed (Figure 12).

Enter the path and file name (C:\COMPlus\ClientInstall) for the install file to be created.
Select Application proxy Install on other machines to enable access to this machine.
Click Next then Finish.

when I click next it gives me an error message saying


(Error al procesar la última operación
Código de error 80070002 - El sistema no puede encontrar el archivo especificado.

El registro de eventos podría contener información adicional para solucionar problemas.)

Error
Code error 80070002 - The system cannot find the chosen file

and I can't find the error in the Event Viewer.

Any idea?
Thanks