ZCM 11, TP1

I'm using a clean Windows XP SP2 Pro machine. It's not patched or fully updated.

I tried using the 300 MB agent complete dot net install (I ASSUME that's the one that has the .net 3.5.1 that's required)

I get a DOS box that pops up and this error:

Exiting with error code 3010
hit any key to continue.

Short of not having the .net 3.5.1 on the machine to begin with, I don't see any other system requirements for the workstation.