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Database bak files are missing in SQL 2008 sample databases installation
I think I figured out what happened. When I first ran the msi file the install failed because the SQL Full-text filter Daemon Laucher service wasn't running. I started the service and the msi file ran without error but the sample databases didn't get installed.
I tried running the msi file again after restarting the SQL Server service and the sample databases are now in the data dir and have been attached.
So the correct order seems to be to start the full-text service if it isn't running then restart the SQL Server service before running the msi file.
BTW, it would be useful if the bak files could still be downloaded separately to deal with these kind of issues.