Now, probably as a result of having to apply a hot-fix in order to install Windows Installer 4.5, or as a result of having installed Windows Installer 4.5 (ironically, in order to install SQL Server 2008), as well as getting the ignorable message box, I get a non-ignorable appearing in front of everything else 'do you want to send this information to Microsoft' dialog box.
Time to disable Oracle...
Grrr.