Alright, here's some more info.
Dependency walker says:
Error: The Side-by-Side configuration information for "c:\program files\microsoft visual studio 9.0\common7\ide\VBEXPRESS.EXE" contains errors. This application has failed to start because the application configuration is incorrect. Reinstalling the application may fix this problem (14001).
Warning: At least one delay-load dependency module was not found.
Warning: At least one module has an unresolved import due to a missing export function in a delay-load dependent module.I checked the application configuration and the assembly and some of the things that should have being in the assembly were not there.
Checked the Event log, 9 errors with the source "SideBySide". Here are the errors sorted first to oldest:
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Generate Activation Context failed for C:\program files\microsoft visual studio 9.0\common7\ide\vbexpress.exe. Reference error message: The operation completed successfully.
Resolve Partial Assembly failed for Microsoft.VC90.CRT. Reference error message: The referenced assembly is not installed on your system.
Dependent Assembly Microsoft.VC90.CRT could not be found and Last Error was The referenced assembly is not installed on your system.
Generate Activation Context failed for C:\Program Files\Microsoft Visual Studio 9.0\Common7\IDE\vbexpress.exe. Reference error message: The operation completed successfully.
Resolve Partial Assembly failed for Microsoft.VC90.CRT. Reference error message: The referenced assembly is not installed on your system.
Dependent Assembly Microsoft.VC90.CRT could not be found and Last Error was The referenced assembly is not installed on your system.
Generate Activation Context failed for c:\program files\microsoft visual studio 9.0\common7\ide\VBEXPRESS.EXE. Reference error message: The operation completed successfully.
Resolve Partial Assembly failed for Microsoft.VC90.CRT. Reference error message: The referenced assembly is not installed on your system.
Dependent Assembly Microsoft.VC90.CRT could not be found and Last Error was The referenced assembly is not installed on your system.
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Now that I think about it, the connection speed and limited data allowance are not a problem, since I did manage to download Visual Basic 2008 Beta 2.
I can't run the Windows Installer Cleanup Utility. (Again, caused by the broken CD-ROM drive)
I'll report what I find in the future.
Thanks for your time.