Another possibility is if the machine you are installing this on is a Pentium 4, there is a documented bug with Oracle8i and Pentium 4 processors that causes the Oracle Universal Installer to not run. What you need to do (if this is the problem) is create a temporary directory on your server and copy the entire contents of the installation CD to this temporary directory. Search this temporary directory for a file called symcjit.dll and rename it to symcjit.old. Run the setup.exe from the installwin32 subdirectory.
Dig Deeper on Oracle database installation, upgrades and patches
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