When installing SAS on Windows 7, typically you'd right-click on setup.exe and choose Run as Administrator, watch the SAS Deployment Wizard come up and the blue progress bar start moving. But! Then Windows 7 suddenly says "Console Window Host has stopped working." and offers to close the program. The Deployment Wizard may run for a while longer and silently disappear.
The entry in the Windows Application Log is not much help; it just says "Event 1000, Application Error: Faulting application name: conhost.exe".