For the runing of the SharePoint Wizard the SQL advanced option "max degree of parallelism" must be set to 1. If this advanced option is not set before runing the wizard and the current Account does not have more than the standard rights (Security Admin, DB Creater),the setup fails.
http://msdn.microsoft.com/de-de/library/ms181007%28v=sql.90%29.aspx
sp_configure 'show advanced options', 1;
GO
RECONFIGURE WITH OVERRIDE;
GO
sp_configure 'max degree of parallelism', 1;
GO
RECONFIGURE WITH OVERRIDE;
GO