JDouglas, I think the quickest way to narrow down the issue would be to make a log file by calling the executable on the command line with "/lvx* logfile.txt".  An incident can be submitted to support through our website at http://ko.infragistics.com/gethelp and the log can be attached.  While I've seen the "Installation ended prematurely because of an error." come up during testing, I haven't come across a case that resulted in an "Installer has shut down" message. A log file may shed some light on it. Some other things you can try to narrow down the issue would be to see if it only happens when you install a certain feature.  For example, are you able to install just the Windows Forms or just the ASP.NET samples?  I don't think you'd have the same issue as y2k4life since the SDK installer shouldn't be interacting with IIS, but it may help identify the problem. 

y2k4life said:

I an install with logging turned on  NetAdvantage_NET_20081_CLR20_Product -l* log.txt

I think I know what the issue is. This might be related to someone who picked options and chose not to install asp.net stuff. Going to try some things. I hope this info helps someone to maybe help us.

This is Vista with SP1 BTW.

I believe to resolve this issue you will need to enable IIS 6 Management compatibility as described in the installer's installation notes.  The relevant section is:

6. To successfully run this install on Windows Vista, IIS 6 Management Compatibility must be checked. To enable this setting, do the following:
 a. Open "Control Panel" and ensure "Control Panel Home" is the current view.
 b. Click the "Uninstall a program" link from the Programs menu item.
 c. Select "Turn Windows features on or off" from the Tasks menu.
 d. Expand the "Internet Information Services" node, followed by the "Web Management Tools" node.
 e. Check the "IIS 6 Management Compatibility" node. Ensure the nodes under this are checked as well. Then, click "OK".

This should allow the virtual directories to be created properly and let the installation complete successfully.  I completely understand the frustration over getting a very generic error message like "Installation ended prematurely because of an error".  We get these generic error messages from Windows Installer and the custom actions (that we didn't create) that we need to call in order to do certain things such as creating and managing virtual directories.  I usually end up having to ask for a log file since that gives much better detail when diagnosing an issue when I too would rather have a more specific error like "There was an error creating virtual directories".