I've come across so many in my time so won't list them but the absolute worse to install drove me mad, here's a summary:
Manually copy a dll to the machine (eh isn't that an installer is supposed to do)
Open and install 4 installation exe's separately (why 4 and more to the point separately ?)
Copy 2 ini files that we have stored on the network (these are for user preferences and application paths, why can't these be made as part of the setup ?)
Setup the ODBC Data source (SQL server) manually.
Make 2 changes to a 3rd ini file to change the application path of Excel.
Add and entry in the Environment Variables for temp files (for Excel).
Manually register 3 Active X controls.
It's a real pain in the (_._) but it does make me look good in front of the IT guys
Now I concede it's originally written for Windows 3.x but come on it still being used
Now the server side was even worse it ran about 13 separate exe's* some of which would randomly crash, removing functionality and if we ever powered it down (which we had to regularly) it would take at least 3 attempts to get it back up and running - blue screen of death, reboot, blue screen of death, reboot, go for cup of tea hey presto it's running.
*To add insult to injury when we got training on it the IT guys was like "ok this exe doesn't really do anything, we think, but the writers though it best not to remove in case something broke"
