CF 9 on Windows 2003 installation problem

We've been trying to upgrade CF MX 7.02 (multiserver)  to CF 9 on Windows 2003 and installation ended with 2 errors:

Install JRE:           C:\JRun4\jre
                           Status: ERROR
                           Additional Notes: ERROR - Error Copying the JRE to the destination directory
                                             ZeroGlq: Target file was read only or did not have write permissions and was not overwritten

Web Server Connector Configuration Error
                           Status: ERROR
                           Additional Notes: ERROR - JNDI port 2904 for server cfusion is not active

Now Windows can not start JRun CFusion service there at all.

The most weird thing is that we seem to be unable to uninstall what got installed of CF 9: [Remove] button in Add or Remove Programs does not do anything.

It works normally with the other programs but it would not remove CF 9.

The C://JRun4/Uninstall/Uninstall Cold Fusion 9.exe does not execute either while executables have been added into Control Panel -> System -> Advanced -> Performance -> Data Execution Prevention.

What would we do at this point?

Thank you!