WMI Diagnosis Tool
I find that that when installing the SMS Adv Client I sometimes bang my head against WMI related issues, usually on the WinXP platform. The MSDN WMI blog have a good posting from this year regarding the WMI Diagnosis Tool which may be of interest:
Windows Management Instrumentation (WMI) Team Blog
They don't seem to blog much at all really, but the tool could be handy ...