The instance name specified is invalid

From: Frank (Frank_at_discussions.microsoft.com)
Date: 10/30/04 

Date: Sat, 30 Oct 2004 02:29:02 -0700

I download MSDE2000A and run setup, and then I get the following message
“The instance name specified is invalid”
By clicking the ok button the setup stops.

My operating system is Windows XP home edition.

What to do next?

Gr. Frank

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