Problems installing the client connector (setup.cab)
I am putting this here because I've not found the solution and managed to fix the issue myself.
If you have WSE and try to use the connect website, it downloads the ComputerConnector.exe file. Running this gets to the screen where it needs the server name. You can get round this but it then says it cannot find information.
I looked at the connectwebsite.log on the server and it showed issues where access was denied to the temp folder on the server when the computerconnector.exe app was being run. It creates the setup.cab on the fly I think. The problem arises because users don't have the correct permissions to the c:\windows\temp folder. I added "Create files / write data" and "create folders / append data" for domain users. I had to disable inheritance for the temp folder to do this.
I hope this helps someone.