I was trying to install Adobe Reader 9 on a system and was unable to complete because it was unable to find the My Pictures folder on a now non-existent network share. The user the installer was running as has their My Documents (Including My Pictures) redirected to a working share. I don't know where it was looking to find the path it couldn't find. Why the dependence on My Documents? I tried installing Adobe Reader 6 (they were running Adobe Acrobat 5 still) and it ran into the same problem trying to find My Documents.
I finally gave up and installed Foxit Reader which is working for them.