SQL cluster instance difficulties

Today I've been working to install a third SQL instance in an existing SQL 2005 failover cluster on Windows Server 2003. I went through the setup process several times, and each time it failed with this message:

Setup failed to start on the remote machine. Check the Task scheduler event log on the remote machine.

I tried running the setup from the other node.
I tried rebooting each node.
I tried clicking the mouse button harder on the last step.

Each time, I got the same error. Then, eventually, I gave up and asked my friend Google what I should do. Google replied with this link.

In a nutshell, it says that the problem was my open RDP connection to the other cluster node during setup. Sounds like madness to me, but I was frustrated, so I closed the other RDP connection and tried it anyway.

It worked.

So far, I'm just happy to get this instance up and running, so I haven't spent much time digging deeper to find out why an RDP connection has anything to do with installing another clustered SQL instance. If I had to guess, I'd say it probably has everything to do with the fact that a user is logged in to the server, and nothing to do with the detail that the user is connected via RDP. I know my curiosity will get the best of me and I'll have to search for an explanation soon, but if you happen to know, please leave a comment and share it!