Default windows 'temp' directory prevents Oracle Universal Installer to launch
If you watch in process explorer, you can see a java process (javaw.exe) launch and die.
I found out that it was the default 'temp' (or tmp) directory that was preventing Oracle Universal Installer to launch.
On this particular machine, the default setting is :
which is expanded to (+ oracle path) :
C:\Documents and Settings\matr1x!\Local Settings\Temp\OraInstall2010-05-11_10-08-17AM\jre\bin
I've replaced TEMP and TMP environment variable value by 'c:\temp' and I was able to launch the Oracle Installer and perform the installation.
(using C:\Install\Oracle\client 9i\92010NT_Disk1\install\win32\setup.exe,
C:\Install\Oracle\client 9i\92010NT_Disk1\setup.exe still wasn't working)