Encountered a problem during install of windows server 2003. I mentioned in the title Windows XP also because when I googled for solution (which was rather simple) to this problem I've found that people had exact same problem installing windows XP.
After I've chosen partition to install to and setup begun copying files to hard disk I've got an error "setup cannot copy the file: msdart.dll" (I guess it could be any file)
pressed enter to Retry, temporary skipped/copied this file, but then I got the same error for file driver.cab.
The cause of this turns out to be as simple as unclean CD.
Opened my cd-rom, cleaned the CD, put it back in and pressed Enter to Retry and continue installation.
From this point everything went smooth.