Whilst trying to finalise some unattended server build scripts for deploying BizTalk 2006 into a multi-server environment I hit the following error when trying to configure the 'BAM Tools':

This despite the fact that the SQL Server Management Tools had in fact already been installed.
A bit of Googling revealed other people who had seen the same issue, but with no solution. So I cast my net a little wider and found this posting indicating an issue with DTS.CustomTask that was resolved in SQL 2000 SP2. I had already installed SP4 (a pre-req for running BizTalk 2006 on SQL 2000), but this got me wondering whether it had installed properly.
We were using unattended installs of SQL Server that had previously been created, and thus far, had assumed that all was well with them - it turned out that there was a problem with the unattended SP4 install when run against a partial install of SQL Server (i.e. a Management Tools only install).
One manual re-install of SP4 later and the error vanished.... happy days.
Finally, all that was left to do was to record a new 'setup.iss' file for SP4 against the partial SQL install and we were good to go.... not before time!