Посмотрел OracleDatabaseXEServerInstall.log
Отрубается тут...
MSI (c) (6C:70) [11:00:05:870]: Note: 1: 2205 2: 3: ISAlias
MSI (c) (6C:70) [11:00:05:870]: Note: 1: 2228 2: 3: ISAlias 4: SELECT * FROM ISAlias
1: Ready to launch program block.
MSI (c) (6C:70) [11:00:06:011]: PROPERTY CHANGE: Modifying NLS_LANG property. Its current value is 'AMERICAN_AMERICA.WE8MSWIN1252'. Its new value: 'RUSSIAN_RUSSIA.CL8MSWIN1251'.
1: User aborts the installation, ready to launch __OnAbort.
MSI (c) (6C:70) [11:00:06:292]: Destroying RemoteAPI object.
MSI (c) (6C:58) [11:00:06:307]: Custom Action Manager thread ending.
=== Verbose logging stopped: 05.03.2007 11:00:06 ===