Thanks for your reply. I followed your advise, and removed the three Microsoft SQL programs from the Add/Remove Programs. Then I removed the entire Microsoft SQL directory from Program Files. The only thing I didn't find, was C:\Program Files\Microsoft SQL Server\MSSQL.1. So I couldn't move it.
Then I tried to re-install the program. I thought that this time I'm successful, but NO! Same stupid error messages. And to make things worse, I can't get Microsoft Word to work now, it's asking for the XP installation disk! (Excel and FrontPage still working...)