Installing Microsoft SQL Server Management Studio Express in Windows Vista or Seven: Error 29506.
This is a problem about privileges. Probably the installer performs the latests tasks without using elevation.
Solution is very simple: run the installer from an elevated command prompt.
Type “cmd” end press CTRL+SHIFT+ENTER and accept the elevation.
Execute the installer from there (just type path and filename).
This works on Windows Vista and, of course, on Windows 7.
If using a 64 bit version, please note you will have to use the 64 bit version of cmd.exe, which is located in c:\Windows\SysWoW64 instead on c:\Windows\System32, so just write “c:\Windows\SysWoW64\cmd” instead of just “cmd” (thanks to Pierre Boucher for this)