I'm trying to install SQL Server CE 4 on a WinXP Pro SP3 machine. I double-click on the file and absolutely nothing happens. There is nothing in the event viewer and the only effect I can see is the addition of an empty, randomly named folder in C:\ which looks something like C:\7c59aaeb5e43f6bdcb2430e923

I've tried this with both SQL Server CE 4 and the SP1 version. I've tried disabling the AV (Nod32) file protection but it didn't make a difference. I've checked the installed program list in case it's already installed, but I don't see it anywhere. I checked in C:\Program Files\Microsoft SQL Server Compact Edition\ and there's only the \3.5 folder in there from the already installed 3.5 version.

Does anyone know what's going on or how I can further diagnose the problem?

Edit in response to Ramhound: I have .NET 4 installed. Why, does it need a particular version?

Edit in response to leinad13 I tried Process Explorer and filtered by the name of the temporary folder created. I see the following, but can't make much sense of it.