Ach ja, einfach mal das Setup von den Forefront Client Security (FCS) Komponenten direkt von einer Freigabe im Netzwerk aufrufen? Geht nicht. Siehe "Known Issues" in Release Notes im Microsoft TechNet:

Setup cannot be run from a network share
You cannot install Client Security from a network share unless you have granted permission to the application. For more information, see How to deploy a .NET Framework application to run from a network location (http://go.microsoft.com/fwlink/?LinkID=87921). Instead of granting permission, you can copy Client Security to your local server before installing it.