Wanted to install the latest BES Express (at the time of writing, this was 5.0.4) on a fresh Windows-server. Starting Setup.exe briefly shows the Blackberry splash-screen, then immediately crashes ("this program has stopped working...").
Apparently, RIM did some sloppy programming: changing the regional settings to English (US) or English (UK) resolves the issue.
Send a link to this post to yourself or a friend.