I had to reinstall WinXP w/SP2 and now SETI won't install. It does 
absolutely nothing when I click on the exe file.

I just realized the following: the program is by passing the installation 
process altogether. It goes straight to the deletion of the temp dir it 
creates.

Just a suggestion, but think firewall. SP2 is firewall crazy. I had to turn 
off firewall to run some programs and then turn firewall back on. Worth a 
try anyway.