When launching the setup.exe, it begin to download SQL Server Compact Edition, and after that have an error message saying :
 
"Setup as detected that the file "C:\docume~1\administrator\Locals~1\Temp\VSD2D.tmp\SQL Server Compact Edition\SSCERuntime-ENU.msi' has changed since it was initially published. Click OK to retry the download, or cancel to exit setup".
 
the OK button makes a loop on this error. the cancel button stop the install.