Hi Jyothi,
Ur missing cab files. Better You should follow microsoft custom document for installation(http://www.microsoft.com/downloads/details.aspx?FamilyID=b273269c-97e0-411d-8849-5a8070698e4a&displaylang=en). The installation stpes should be like this…….
First Install Windows Server 2003, IIS,Office 2003,Sql Server 2005, Dotnet 2.0(Visual Studio 2005),
Then U start with Cab Files available in http://blogs.msdn.com/sanket/archive/2006/07/17/BizTalk-2006-Pre_2D00_Requisites-CAB-files.aspx ,download and install them, Finally Install the Biztalk Server 2006..
Once the installation is finished U should configure the Biztalk Server Using Runtime Configuration Wizard..Select Basic Configuration with Credential Information, like
UserName::Administrator
Password:*******
Bye
Chinnu.