When you try to install the SQL Server 2005 on clustered environment you may get the following errors:

Task did not appear to start on machine:
\ servername: 267013

Or

\ servername: 267015

Simply avoid using the RDP, although the article number: 327270 clearly mentioned that you can, but it will fail.Now imagine you are deploying it on a Blade system, or remote servers

UPDATE: the article 327270 now mentions only it’s doable for SQL 2000

You must use iLO (a remote management port, allows KVM traffic over Ethernet on HP servers and requires license, I don’t know about other vendors) with the required license to use the remote management applet for the deployment.

I’ve faced this as well on IBM servers with SQL 2000 Server. But I could work around it using the “Remote Desktops” MMC tool. It seems this tool connects using RDP but doesn’t start a new terminal session in the memory, instead it utilize the desktop session.