I found after three unsuccessful install attempts of Microsoft Visual Studio 2008, that you can not have your %temp% and %tmp% user environment variables pointed into the tempory encrypted container built with TrueCrypt TCTEMP.
Another thing you might want to do if you are going to install Visual Studio 2008, install the Microsoft .NET Framework 3.5 first. Whenever The VS08 install fails it usually fails in the framework install.
Some Yutz in the Microsoft installer team is doing a ..\ or some other relative thing that is messed up and fails the install.
So as a workaround - I changed both the user Environment variables back to c:\windows\temp and added that directory to the one that is wiped by CCLEANER.
Not Ideal - because sometimes Windows holds files open in the temp directory while it is live and CCleaner can't delete it, but it will get most of the others junque that gets stuffed in there. And the temp directory get quite full over time - I mean gigabytes if you are like me and install every software package known to mankind.
Just Though you would like to know what i did...