During Helm installation, MSDE (the SQL Server Helm instance) appears to start to install, but then seems to roll back and uninstall itself. This then causes the Helm installation to fail.
1.) This is usually caused by two issues. The first is that File and Print sharing is not installed on the server. As mentioned in the Quick Install Guide, this needs to be enabled - but also needs to be installed for you to do this.
Go to Start > Control Panel > Network Connections. Right click your active connection and choose Properties. File and Print Sharing for Microsoft Networks should be in the list. If it isn't, click Install, then choose Service and click Add. You should see File and Print Sharing there. Select it and choose OK to add it. This will add it to the list - now check the box to enable it.
2.) Go to Start > Administrative Tools > Services. Scroll down and make sure that the Server service is both there, and started.
3.) Make sure you are not getting any error about a SQL file or DLL being in use. If this is the case, reboot the machine and try to install again.
4.) Make sure that the MSADC folder has Administrators and System users on it with Full permissions. The folder can be found here:
C:\\Program Files\\Common Files\\System\\msadc
Once these four steps are done, you should be able to install Helm/MSDE with no issues.