I was installing SP4 on one PC with NT4, and forgot to extract one of the SP4 exe's. Naturally, the installation was stopped and it told me that one of CAB files is missing. I cancelled the installation, extracted .EXE and started setup again. It GPFed with reference that some address in memory cannot be read. Rebooting, reinstalling VFP 6 didn't help.
I had to remove VFP 6, then hack the registry removing all the keys with references to Visual Studio (only VFP 6 was installed on that PC).
After that reinstalled VFP and SP4 and it all went OK. Probably if I just extracted that exe on the fly and continued the installation it might be OK.