Ken,
Please verify that you are logged on locally to the machine and not through terminal services. On the NAS device if terminal services is the only interface you have, this is fine.
Please verify the following items.
1. The System Account has Full Control to the local drive as well as the account you are logging on with.
2. Verify the installation files are local and you have full control to them
3. Clear out all of your temporary folders %tmp%, C:\temp, and C:\Windows\Temp
4. Verify all previous remote agents are removed.
Hope this helps.