SQL Server 2000 SP4 Installation Hangs at Validating User / Password

Installing SP4 for SQL Server 2000 is remarkably similar to installing SP3a. However (and this is a bit odd) the install hangs just after you provide dbo credentials (either your own windows creds are good enough or an sa password) with the non-cancellable message "Validating User" or "Validating Password" if your temp directory has a space in it! Quality.
To fix, kill the install process (I don't believe it's done any damage at this point) and change your TEMP and TMP environment variables to be something oldschool like "C:\temp" (presumably you had "C:\Documents and Settings\Temp" before), and restart the install.

This guy had another, different problem with the same symptom (and this is where I got the info about the temp directory - a well known problem apparently). A corrupt MSDB database caused the install to fail with the same issue - the actual problem was squirreled away in the install log file. I'm not sure why installers for technical products hide the error message from the user!