I have the same problem. I tryed several nforce driver versions for winxp and the installer just closes after the loading screen. It has nothing to do with the windows installer as other programs install with no problem.
I tryed other software from nvidia that uses that style of setup (i tryed some beta ide and audio drivers) and they act the same.
This happened to me before and reinstalling windows solves the problem but it's a stupid solution. The first time this happened i uninstalled the drivers and done a complete nvidia driver cleanup. I even started in safe mode but nothing helped. After uninstalling there is no way you can install the drivers again because of this stupid bug. It must be something nvidia setup messes up in the registry or somewhere else.
The problem doesn't seem to be related to the win version. I had sp1 , sp1a and now sp2 rc1 and the bug remains. Might be something related to other drivers or hardware? I have the A7N8X Deluxe ver 1.03 if this helps.
It's a very frustrating problem so if anyone has a solution or any ideea, except deleting windows, please post it.