Thanks for help. It worked.
But what is that? A bug?

>Mark,
>
>See mskb #810826 and Re: Trying to install SQL Server 2000 Desktop engine Thread #832996 Message #832997
>
>>When I start setup.exe from ..\sqlmsde I am getting the following message:
>>A strong SA password is required for security reasons. Please use SAPWD switch to supply the same. Refer to readme for more details. Setup will now
>>exit.
>>
>>Can someone hrlp me with that?
>>
>>Thanks