I installed both the Delphi 2009 trial and actual release via the web installer when I received them and experienced the same errors when installing both.
Both times it appears that the core web installer failed when it went to spawn the additional install packages for boost, documentation and dbtools. (It brought up a findfile dialog asking for a setup.msi that didn't exist on my machine). When cancelling out of this, the installer reported a fatal error.
The uninstaller did not appear in my program list, and would did not launch from the installation folder.
Future attempts to bring up the installer had it in a state where it thought Delphi 2009 was already installed and it wouldn't correct or repair or uninstall it.