Most likely there are registry files remaining.

reg delete "HKLM\SOFTWARE\Microsoft\Microsoft SQL Server\90" /f

reg delete "HKCU\SOFTWARE\Microsoft\Microsoft SQL Server\90" /f

There are other keys under HKLM\SOFTWARE\Microsoft\Microsoft SQL Server

A Google search can give you...

Please review the following Microsoft paper.

http://support.microsoft.com/kb/224071

Has SQL Server ever been installed on this machine before?

Is this a SBS?

Microsoft has a white paper specifically for just such an event.

http://support.microsoft.com/kb/909967

As Gail mentioned, both are already at Service Pack 3, although the 9.00.4060 is a hotfix for a specific issue you must have had.

Please take a look at the following...

The link below has a complete list of all versions of SQL and links to download.

http://sqlserverbuilds.blogspot.com/

Verify that named pipes is enabled and that the firewall is either disabled or allowing port 1433

From the document you supplied, and I quote "The default group is alterable but it cannot be moved out of the default pool."

Please add my point back.

I believe this is what you are looking for:

http://www.microsoft.com/download/en/details.aspx?id=18290

About six down from the top is SQL2000.MSDE-KB884525-SP4-x86-ENU.EXE download.

Editor: Added hyperlink

One last stab at it, are you trying the odbcad32.exe located in the C:\Windows\SysWOW64 directory on your 2008 server?

Is this a 32-bit or 64-bit installation of Server 2008?

Depending on your third-party backup solution, you should be able to restore directly from tape. However, as mentioned above, it is easier to backup to disk and then off...

I believe what you are looking for is Windows DAC 6 - please review the following link for information.

Do you only need the MDAC for 2005?

Backup/restore is by far the most simple way to upgrade. Have you perused this particular forum for such an event?