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Quoting from the error message docs ...
What step was in progress?
ORA-12638: Credential retrieval failed Cause: The authentication service failed to retrieve the credentials of a user. Action: Enable tracing to determine the exact error.
Which OS? XP pro, Win7 Pro, Server 2003, or Server 2008? Not x64?
Also see section 2.2 Permission Requirement for Installing Oracle Database XE. See the local users and groups applet via Start/Run/lusrmgr.msc and open up the Administrators group ...
For Windows, check the services applet and see if the oracle services got created. There should be four or five Oracle services- only two, the OracleSerivceXE and OracleXETNSListener are relevant for an XE install.
The Start/Run/services.msc shortcut still works for server 2008.
And verify that in the Start/Run window dialog box shows "This task will be created with administrative privileges". If you're not seeing that, refer back to the XE install guide for Windows.
For a failed install, follow the deinstall steps to remove all installer bits, double check your membership in the local administrators group (Start/Run/lusrmgr.msc) left pane click Groups, right pane right click Administrators, select Properties.
And run the install program with a right click/Run as Administrator, with the later versions of Windows the admin group membership does not mean a Run as Admin... role is active, unless specifically ... specified.