If you have a Dell, you probably have had this CD, but there's a way around
it, I think. I'm beginning to think this is a problem with some Dell
image--because a large number of people have reported the same issue--in
fact, it's in the FAQ.
Here's what I would do in your case, since you don't have the CD:
Download the Windows Installer cleanup application:
http://support.microsoft.com/default.aspx?scid=kb;en-us;290301
Find an item listed by this which corresponds to the message you are seeing.
Remove that item. (and only that item, and preferably uninstall the app
afterwards!)
Let me know if that is possible for you, and if it is effective.