Thanks for all your help.
I tried to change temp to other directory, but it did not work.What I don't understand is why it just can not write more than 32MB in TEMP directory. There are Gigs free disk space.
By the way, I had no problem in installing oracle 9i R2 on Windows NT(ServicePack 5). one requirement with NT is the user who installs the software has to be administrator to the Server. The NT I installed with has 256MB RAM.
I tried to install 9iR2 on Windows 2000 Server, it throws the same error message of not being able to write more than 32MB in TEMP directory.
Any help would appreciate.