When installing python-2.6.msi it crashes when doing the following steps
on a windows XP (32 bit).

I'm not sure if all those steps are needed, but that's how it crashed here:

- start python-2.6.msi
- check 'install just for me' 
- change the destination directory (d:\bin\Python26)
- click on 'advanced'
- click on cancel
- confirm cancel

At this point windows presents a message: to help protect your computer,
Windows has closed this program.