i found one error in the first run, after install in Windows XP SP3, look the attach image, i think that is an UTF8 problem because the ó char is not show in the message, the message say (i can upload images hir):
Unable to create file "C:\Documents and settings\Administrador\Configuracin local\Datos de programa\lazarus\enviromentsoptions.xml
note the spanish word "Configuracin" must be "Configuración"