Exchange Server 2003 Installation - "Please go to Control panel ..

I'm installing Exchange Server 2003 on an Intel P4 computer w/1.25 gb ram, on
which I just installed Win Server 2003.

I performed all of the functions in the Deployment Tools ("New Exchange 2003
Installation") through "7. Run DomainPrep to prepare the domain...", while
I (by mistake) was logged on to the computer, instead of the domain.
The Server is not configured as a domain controller. (Does it need to be?)
Having now logged onto the domain, when I try to run "8. Install Exchange
Server", I get the following error message: "Please go to Control Panel to
install and configure system components."

What should I do now? What "system components" should I install? ... and
how should I configure them?

Thanks,

Marceepoo