Note to self: when installing ProClarity Analytics Server 6.3, if the installer fails to be able to create the /PAS/ virtual directory (or whatever you want to name it), it's likely that you'll have to make some changes.
Foex, if you get this error in the Analytics Server Administration Tool:
XML document must have a top level element
then you'll need to enable Session State for at least the virtual directory. It doesn't seem to be clearly documented anywhere with exactly that error message above (finally found it in the troubleshooting section of the setupguide.pdf by the keyword session on page 36 - just not a solution that leaps to mind for a thick client issue). Probably have to restart IIS thereafter, too.