The entire installation process is logged in detail by the installation program. The log file is named AcquireInstall.log and is written to the folder specified in the environment variable %temp%.
For newer Windows systems this is C:\Users\<Current User>\AppData\Local\Temp\ or in older systems in C:\Documents and Settings\<Current User>\Local Settings\Temp.You can simply put this into Windows Explorer or the Start -> Run box to go to that location.
If you are logged in to a Windows system through a Remote Desktop, your %temp% location will have a number appended to it, the session number. For example C:\Users\<Current User>\AppData\Local\Temp\2
To find the installation log go up one level to C:\Users\<Current User>\AppData\Local\Temp
The log is a straightforward text file, which can be opened in Notepad or similar text editors.