"Q: Why do I get a message that says: "Can't create Direct3D device"?
A: The texture conversion in the installer requires Direct3D. On some 3D accelerators like Voodoo3, Direct3D can not be initialized in the required mode if the desktop is in 32-bit color mode (as the 3D accelerator can not render in that color depth). Try changing the desktop to 16-bit mode, and start the installation again.