PostgreSQL Windows XP Installer Problem

Your name  : Dwight Wilcox
Your email address : dwight.wilcox@navy.mil
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System Configuration
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  Architecture : Intel Pentium
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  Operating System : Windows XP
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  PostgreSQL version : postgresql-8.3.7-1-windows.exe
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  Compiler used : not applicable
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Please enter a FULL description of your problem:
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Obtain installer from http://www.postgresql.org/download/windows.
Attempted to install on Windows XP system with no previous postgresql.
Used only installer defaults except for postgres user password.
Installer created but did not place any files in folder
C:\Program Files\PostgresSQL\8.3\data.
Installer generated message that it couldn't read file
C:\Program Files\PostgresSQL\8.3\data\postgresql.conf
--no surprise since nothing there.
Clicking OK allowed installer to Finish.
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Resulting service postgresql-8.3 would appear to be able
to start but stops after about a minute with an error code of 2 and
no other indication I could see of what was wrong.
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Tried copying sample file from share folder, renamed, and pasted
into data folder but that didn't help. Also tried setting system
environment variable PGDATA and still no luck.
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Other tools don't work because service could not be started
successfully.