The BTS2006 R2 install guide points to the BTS2006 CAB files and this may cause errors during installation or configuration of R2. Microsoft has issued a KB article (KB 942181) that points to the correct CAB files. This only applies if you download the CAB file yourself. If you let the install routine download the CAB file, then everything works just fine.
And yes, the KB article also includes the CAB files for running BizTalk Server 2006 R2 under Windows Vista 32-bit and 64-bit!
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