I  am looking on Microsoft ESB Guidance as a great source of ideas and ready components for utilizing them in our future integration projects. For those unfamiliar with this guidance I place a brief description of it from here

The Microsoft ESB Guidance provides architectural guidance, patterns, practices, and a set of BizTalk Server R2 and .NET components to simplify the development of an Enterprise Service Bus (ESB) on the Microsoft platform and to allow Microsoft customers to extend their own messaging and integration solutions.

The Microsoft ESB Guidance uses Microsoft BizTalk Server 2006 R2 to support a loosely coupled messaging architecture. BizTalk Server includes a powerful publish/subscribe mechanism for messaging applications that works by creating and filling subscriptions, which provides a highly efficient and scalable platform for SOA applications.
It extends the functionality of BizTalk Server to provide a range of new capabilities focused on building robust, connected, service-oriented applications that incorporate itinerary-based service invocation for lightweight service composition, dynamic resolution of endpoints and maps, Web service and WS-* integration, fault management and reporting, and integration with third-party SOA governance solutions.

Actually I've already tried to install it 6 months ago and remember that I had some problems with installation through msi files and eventually I have installed all stuff from the source (having some problems anyway which I have eventually resolved).
This time I needed to install it again and hoped not to have any problems.

But...
I have found great guide http://mymsgbox.wordpress.com/2008/10/27/esb-guidance-setup-steps-simplified/ to simplify :) my installation and started to do it armed.
First part of installation was relatively fine don't taking into account that fact that I was unable firstly to load Core ESB solution into Visual Studio (all project were loaded except services?). After some investigations (long enough!) I found that Visual Studio was installed without Visual Web Developer (VWD) option checked.
So

1. You need to check it during installation because the default option is unchecked.

2. When you have such message as "The project type is not supported by this installation" during Core ESB solution loading then the possible reason for it is VWD was not installed.

Adding this feature helped to resolve this particular problem with the solution loading.
The next problem I've met was that UDDI entries creating failed with weird message about protocol violation

I've already had some experience from my previous installation and I have noticed one weird (for my eye!) thing during configuring Kerberos and NTLM protocols for network authentication. When you run this command as advised in cited guide and in Microsoft article 215383

cscript adsutil.vbs set w3svc/1/root/NTAuthenticationProviders “Negotiate,NTLM”

you can see strange value returned by this command. Have a look at double quotation marks around Negotiate, NTLM in NTAuthenticationProviders value!

Looks weird especially if you compare this value with expected value (see again Microsoft article 215383). It should be

NTAuthenticationProviders : (STRING) "Negotiate,NTLM"

So I decided to try launching cscript without quotation marks at all

cscript adsutil.vbs set w3svc/1/root/NTAuthenticationProviders Negotiate,NTLM

and got

Now it looks exactly what we need. And magically :) all UDDI stuff was installed without problem after that

     The next problem I have met was the problem with ESB Portal. First time when I launched it I had an unhandled exception from the class FaultCountByErrorType (FaultCountByErrorType.ascx.cs) with exception message

Incorrect syntax near '('

It will disappear only when you click on Select Applications link and choose an application for monitoring .

I use Windows Server 2003 SP2 IIS 6.0.