Installing on my main dev machine whilst still working :-), not ideal or labs condition.
Went to the EMBC product trail downloads - selected RAD studio and clicked.  Downloaded the 16MB installer stub.  Unzipped it and ran the most likely item.
2009-09-01_1433
Clicked top button, selected language and off we go.
Picked up e-mail and put in the SN
2009-09-01_1439
Looks like I'll need a couple of buttons to install each component I want

Entered, checked that it wasn't going to break my install of InterBase or Firebird
Didn't mess with any of the install directories this time :-)
Lets see if I can stop myself from clicking bottons / ZoneAlarm warnings by accident.

2009-09-01_1503
And it ticks along

2009-09-01_1512
Zonealarms kicked up and said it wasn't happy with SetACL.exe

Rave Reports installing
2009-09-01_1516

Onto the docs:

2009-09-01_1524

A little confused by the components to install, when you click on an item, it says install or install all options or omit, but doesn't tell you what the difference is.

2009-09-01_1610
Still ticking away

ZoneAlarms seemed to block setACL.exe or something like that.  Not sure if it was the set up, but think so.  Ran Delphi, compiled and got an error, rebooted and it worked fine.

Total time a couple of hours, but I wasn't exactly doing it under lab conditions, may have even been for some lunch at one point.
So install, Done.

Next is to see if I can move my main clients application, BDE, Firebird, Components, JVCL, JCL, WPTools, TMS.....

Image filenames have the timestamps in the name.

As an aside, the Developer Group (UKBug) will have someone from Embarcadero 21st October 2009 in London See www.ukbug.co.uk