If you hit this and perhaps installed Win2k3 sp2 and then removed it, you aren’t alone. Nick (the naked mvp) just hit this on a box that he installed SP2 and then had to remove SP2 because of networking issues.
Somehow in the uninstall of Sp2 the Microsoft Integration key gets mangled/missing, and the weird error with the wizards can be a result of that. If you have (or the system has) enabled shadow file copies on the C:\ drive you probably will have a shadow copy of that registry setting you need.
Bottom line it probably would be wise to call Product Support Services as it could get a tad messy.