If the client is Windows XP, make sure that "Use Simple File Sharing" is off (open any folder, choose "Tools" then "Folder Options...", then the "View" tab, then scroll down to the bottom of the list of settings to make this option visible and make sure the tickbox is off.
Basically, "Simple File Sharing" is set up so that every person who connects to your machine becomes a "Guest" rather than being able to authenticate properly. Since the remote install system needs to a) write files, and b) configure the machine to run the install package, it needs the ability to authenticate as an admin - something that the "Simple" sharing system doesn't allow.