I have solved the problem by running the client.exe file from the network share. During the installation of AutoCAD 2002 from the network share by clicking the client.exe file, you can select the installation options and during the installation you can see what file is copiing, what is component is registering and so on. At the end of the AutoCAD 2002 installation, if you have chosen to install VoloView Express, another, VoloView express installation process starts. It will install your VoloView and at the end of the VoloView installation, the AutoCAD 2002 continues to configure the system. You will be notified by the installer that the installation is completed successfuly. So my installation of AutoCAD2002 has completed successfuly also!
But what is interesting, if you open Start->Control Panel->Add Remove Programs you can see a huge of free space between the AutoCAD 2002 item and the next item of in the list of installed programs on your computer. Doesn't look friendly.
Back to the original problem, I guess this must be a problem of the image, nothing else.
Martin