I am running Windows Vista 64.
The problem is that the installer won't run against a 64-bit JVM on Windows.
To workaround this problem you could use a 32-bit JVM for the installation and then change back to the to the 64-bit one since the broker is compatible with it.
Thats not 100% true. I succeeded to install everything on Windows XP Professional x64 with an 64bit JVM. Only on Windows 7 x64 it doesnt install and breaks with this error
ZeroGpd: Windows DLL failed to load