Oblivion Game of the Year Installation Problem

Blackjack

So I just bought the Game of the Year edition of Oblivion off Amazon, and while the first disc (main Oblivion game) installed perfectly smoothly, the second disc (the two expansions) gives me the following error when I try to install it:

Error Code: -5006 : 0x80070002
Error Information:
>SetupDLL\SetupDLL.cpp (1194)
PAPP:Oblivion - Shivering Isles/Knights of the Nine
PVENDOR:Bethesda Softworks (##ID_STRING1##)
PGUID:FB245B3C-2A18-4EF9-89DC-667DC70052D9
$11.0.0.28844
@Windows XP Service Pack 3 (2600) BT_OTHER 42708.30543

The error pops up as soon as it attempts to install the game. I did a quick google search, but it appears that I am the only person with this problem. Lots of -5004s and a few -5005s, but no other -5006s. Any one more versed in this stuff have any ideas?