Same problem on an SBS 2007 server. ESMX 6.2 will not install - premature end after reboot - every time. Ran through the KB articles about removing it, ran the uninstall tool, checked for EHDRV, etc ...
Was able to reinstall 4.52 for now although all my rules were blown away (per docs) although it did state there is a pending install that needs to be rolled back - assuming ESMX 6.2 since that was the only install current.
The event log shows error 1603 for the failed install(s) with no further info.
Will attempt to install again and look for the above regkey when it fails - its currently not there. And will try to generate a log file.
Kind of at a loss.