Hello Charlie,
I installed MSDE (after receiving the CD from microsoft and downloading the service packs for SQL SERVER and OLAP) and everything went fine, well almost fine.
The only thing peculiar was that the installation asked me where to find certain files related to the HTML help files. I only had to browse to the WINDOWS directory or the WINDOWS/SYSTEM directory.
Besides that everything seems to be working very fine. I suppose it is because I don't really know what to do with it yet. I am in the learning process with that thing.
I Hope I helped you.
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Save a tree, eat a beaver.
Denis Chassé