SQL Server installation Unknown error (0xfffffff)

I’ve seen this problem so many times. The hard part is that the error is not meaningful, and there is no additional info in EventViewer or SQL installation logs. The problem is GPO policy. Basically someone set a policy for AD not to allowed users to run applications called

setup.exe

You need to disable it in regedit tool, goto:

\HKCU\Software\Microsoft\Windows\CurrentVersion\Policies\Explorer\DisallowRun

And rename setup.exe to something like setupzzz.exe