This one is a bizzare one. I got no obvious error message and wasn't sure where the install log files were. But the install would just stop. I have VS2003, 2005 installed all proper versions, none trial for example.
Looking around on some other sites I saw references to copying the DVD image to the hard disk as a solution. This gave me the idea to maybe try my other dvd drive, as I have 2. The main drive is actually a CD writer but a dvd player, whereas the second drive is actually a dvd burner, not sure if that makes a difference or if it is the drive mappings. First drive is F: and the second a G:
Nvertheless the second drive installed the VS2008 without any problems, so I can not explain it but it may give some others a little help.