I don't believe it. In the file properties (ALT+ENTER), the "this file came from another computer" message had appeared! When i pressed the "unblock" button, it worked and installed normally! The funny thing is that this message appears also in the 1.7.3 setup, but it's being executed and installed normally. In the 2.x setup, it just does not produce any message. How nice. As if it's been designed to drive you crazy. Anyway, many thanks for the pointer.
OK, it seems that my problem was solved, plus i have verified that v2.5.1 can be installed and run under Win2K3. If i can help in any other way, please let me know.