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'Setup initialization error' When Trying to Install SQL 2000 Service Pack 3a

I'm trying to install SQL 2000 SP3a. I've downloaded the various files from the Microsoft website and unpacked them but when I run 'SETUP.BAT' to install the Service Pack this is what I get:

Error

Setup initialization error.
Access is denied.

Source: 'E:\sql2ksp3\x86\setup\sqlspre,ini'
Target: 'C:\Temp\setupsql.ini'

Contributed By: Cliff Hobbs [MVP SMS]
For some reason it seems that the permissions get screwed up on the 'C:\Temp\sqlsetup.ini' file as the way we found round this problem was to delete this file and then re-run 'SETUP.BAT'.