Ok just brought JK2 about ten minutes ago from when this was posted. Went to install and i get: An installation support file could not be installed, Access Denied. Obviously this is very annoying, I have not tried anything yet just wanted to possibly save time by posting this as soon as possible. It was bought in the UK if that makes any difference. Please can someone help.

Good news, I've found a solution already. Thanks to the person who posted the idea of copying all files to the hard drive, that did not fix my problem but allowed me to find its source.
It was a problem with RPC stub, something to do with install shield I think, this had also caused problems with IE find function. Anyway if you have recieved 'Incompatible Version of the RPC Stub' or the previously meantion message at any time then go here:
http://support.installshield.com/kb/view.asp??pcode=ALL&articleid=Q105810)
This file sorted my problem out.

Good detective work - how the heck did you ever figure out the source of the problem?