I came across an interesting issue with VS2010 RC1 on XP SP3 the other day. I'm on a customer site and it affects all of their machines. When you tried to install Visual Studio the installed would just crash and exit. I narrowed this down to Data Execution Prevention (DEP) causing the installer to exit.
The solution ended up being to disable DEP by changing the boot.ini to
multi(0)disk(0)rdisk(0)partition(1)\WINDOWS="Microsoft Windows XP Professional" /fastdetect /NoExecute=AlwaysOff
Hope this is useful to someone