Neither the WM9 installer or the distributable library set from microsoft.com (the latter of which I believe is used by the RMM uber-installer itself) would install directly.

What I did is took the distributable library set from Microsoft, began the install procedure to where it was sitting at the error box, then alt-tabbed and picked off the necessary files from the temp directory somehow. I was unable to find the information reminding me of what I'd done, so this is from vague fuzzy memory.

It's also possible that I somehow faked out the installer by editing the installation script files, thus allowing it to install on 98-retail. Sometimes I do things like that, not sure if I did it on that one.