Tips to install Sap Gui On Windows Terminal Server 2003

Does anybody know any method to install SapGui on Windows Terminal Server 2003 to share it to many users ?
The problem is: when I try to install Sap Gui 6.40 via Control Panel-Add/Remove Programs it tells me that I must change the mode with "change user /install". I dont know the reason why it reports me that if I do it via Control Panel. And if I do that and then I launch the installation again it reports me the warning again.
What should I do ?
Thanks in advance for your help.

We have SAP R3 4.6C.
We want to optimize the bandwidth in a 802.11b radio. Because of that we dont want to run any application in the hand-held.
We'll intend to launch a remote desktop on a dozen hand-helds connecting the Windows 2003 Terminal Services server. In this server we could run SAP GUI, WebSapconsole or the browser.
Its important to note that the hand-held computers must only show the designed windows (sized to 16x20), removing title bars, transaction bar, menu bars, tool bars, status bars, etc. For this purpouse I think we can use WebSapconsole.
With this method we have noticed that when a error or warning is displayed it hides some part of the screen instead of presenting in the status bar.
I hope you all your doubts are clear now, if not just tell me.
Thank you.
PS. Sorry for my english.

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