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Where to install Exchange on each node in a two node Exchange 2003 cluster?

I am about to install my first Exchange 2003 cluster.

I've read many articles out there from microsoft.com, msexchange.org, etc.

I've already got the server cluster installed and operating great, have the MSDTC resource working, and am now at the step of installing Exchange on each node.

However, I cannot find anywhere that someone states where to install on each node.  This step either says simply "Install Exchange on each Node" or "Make sure to install Exchange in the same location on each node"

But, I'm not sure whether to install on each node's C: drive, or on the E: drive shared cluster resource?  (switching it between the nodes to install)

Just trying to be cautious and have the answers before I proceed.
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Ok, I am actually using a DAS in clustered mode (Dell 220S).

Each server has it's C: drive.  The DAS has Q: for the Quorum and E: switches between whichever is the active node.

Just to clarify... I should install Exchange on the first node, selecting the default C:\Program Files\ExchSrvr for the program files and administrative tools, and then set the information store to go to E:\ExchSrvr\MDBData

Once the first node installs, then install Exchange on the second node, again selecting C: for program files, but this time it will not ask me where the information store goes?

Is that correct?
Thats correct yes!  You should be all set.  Make sure you follow all the steps for proper patching with SP2, etc in clustered Exchange.
Funny you mention the SP2 problem.  I was going to install SP1 first, then SP2.  I've read there can be problems when you have a FE/BE setup if you don't install each service pack in succession.  I think it can cause problems with OWA.

I'll follow one of the many 'how to install service packs for a clustered exchange server' articles out there.  I plan on doing Node 1 install, Node 2 install, Node 1 SP1, Node 2 SP1, Node 1 SP2, Node 2 SP2.

Then after all that, setup the virtual Exchange server in cluster administrator.
Sounds like a good approach, but I can tell you that I setup a test lab and was able to install Exchange in a cluster (active/passive) and was able to directly apply SP2 without having to install SP1 first.  No problem as a result and the cluster and Exchange worked great.  Although if there is even a chance of potential problems I'd say stick to the guide you found, as its better to be safe than sorry.
The Exchange should be installed in the same path (c:\program files\exchsvr\ etc etc ...) for both nodes also.

there should be no problem installing SP2 -there is no need to start with SP1-sp2 is nearly 2 years old now
You'll run into issues after you start installing Exchange Security Patches.  (send as permissions lost) etc.
OK... I think I've got the virtual server setup.  It now shows up in Exchange System Manager and moves back and forth between the two cluster members.

The local install on each node never asked about where to put the information store... just the program files and admin tools.  Once I added the Exchange System Attendant resource, that's when it asked for the MDBDATA location.

I'm going to let it sit overnight before moving any mailboxes to it.

I did not install any hotfixes, only SP1 and SP2 before creating the virtual Exchange server.