Before you download the components you should install BDD 2007 Workbench. There is not much to it just download it and install it.
BDD 2007 Download . If you want to see a screenshot walkthrough of installing it see
Install BDD 2007 Workbench
The Components node shows almost all of the items you needed to download and install, if they are installed or not, and a link to go and download them!
If you do not have I-Net Access from your Workbench Machine you will to download these items and install them manually. WAIK, MSXML 6.0, and MMC 3.0 all take the default settings so there is no guide to installing them.
WAIK is an .img file so just rename it to a .iso and mount it to install WAIK
USMT 3.0 Download both x86 versions.
MSXML 6.0
If Needed - XP version of
MMC 3.0 the filename is WindowsXP-KB907265-x86-ENU.exe
If Needed - Server version of
MMC 3.0 the Filename is WindowsServer2003-KB907265-x86-ENU.exe
App Compat 5.0
Filter Manager Rollup Package for Windows XP SP2
If you have access to premier.microsoft.com you can download hotfixes from there - no need to call PSS
You will also need to download and install the
SMS 2003 Operating System Deployment Feature Pack Update on your SMS Server before you attempt the ZTI portions of this guide