My understang is this error is caused as the setup program cannot find appropriate entries in VS.NET's menu items where it want to add new items mapped to NDS functionalities. And the truth is I cannot find some of (context) menu items explained Getting Started Guide.
The best solution seems that I should use the English version of VS.NET 2003, but is there any way to skip this error (I mean, all of additional menu items will be registered with modifying some files and so on, if my suggestion is correct)?
NDS only supports (and has only been tested with) the English version. Apparently there are some subtle differences in the APIs in the different language versions.