I searched Google for two days with every variation of Need for Speed Most Wanted failed installation help I could think of.
I ran the autorun with admin privileges and copied disk one to a hard drive to start the installation but all together and separately failed.
I finally came upon a Linux installation guide on linux-gamers.net that showed exactly how to get it installed.
I tried this on my Vista x64 installation. Just FYI, I also installed the RC1 of SP1 a few days ago too!
For the unabridged version go here: linuX-gamers.net - Howtos - Running "Need for Speed: Most wanted" with Cedega
If you're only getting the directx 9.0c error which halts the installation process at the EULA, you can:
1. Copy disk 1 to a 2nd hdd other than C.
2. Edit autorun.cfg in the autorun folder of the copied contents of disk 1 on your hard drive. You can use notepad to edit the file. The only edits you need to make are:
3. Save the file and installation runs without a hitch!