Here's a report from a user who had problems starting the 2.460 installer under Windows XP. Apparently the wonder of Data Execution Prevention protected him from installing SB Pro PE. If you have a similar problem, here's a summary of what to do:
Apparently the Data Execution Prevention may step in to block the installation of SB Pro PE 2.460 on some Vista 64 machines. The reason and solution are still unknown. Specific observations are welcome: