No, I have installed with "allow any user" checked or unchecked, but got the error.
Now I'm using my laptop, and (of course) I am logged as administrator.
The setup's log tell me:

MSI (s) (D4:BC): Doing action: MsiPublishAssemblies
Operation started 17.21.21: MsiPublishAssemblies.
MSI (s) (D4:BC): Note: 1: 2762 
DEBUG: Error 2762:  Unable to schedule operation. The action must be scheduled between InstallInitialize and InstallFinalize.
DEBUG: Error 2835:  The control ErrorIcon was not found on dialog SetupError
Internal Error  2835. ErrorIcon, SetupError
Internal Error  2762. 
MSI (s) (D4:BC): Product: mayproduc -- Internal Error 2762. 
Operation ends 17.21.25: MsiPublishAssemblies. Return value 3.
Operation ends 17.21.25: INSTALL. Return value  3.

Franco

>Permissions? Are you installing as an administrator. I bring this up because some of us have noticed ISE installs on XP desktops (even though "allow any user" is checked) balk when ran as the user.
>
>
>>Hi all, I'm encountering this error during the setup process of a mine application on a Win XP machine.
>>The setup seems to work and the application is installed but at the "very end" of the process this error occour.
>>This happens on WinXP machines, not on win 2000, ecc. .
>>MSDN doesn't give a lot of information:
>>
>>"Cannot write script record. Transaction not started"
>>
>>Any suggestion?
>>
>>Thanks, Franc