Was just building a UAG test server in our lab and came across an error, which was easily resolved and worth posting for others.
From the splash screen I clicked install only to receive a “system.exception” error. Even if I ran the .msi file directly, I would get a failure.
A search returned one brief mention of a fix. I had a Group Policy applying to the machine that was disabling the Windows Firewall. As soon as I moved the machine account to a test OU where the policy would not apply and rebooted to refresh, the issue went away. Setup now runs without issue.
This is also mentioned in the troubleshooting section - http://technet.microsoft.com/en-us/library/ff607359.aspx
Further testing proved this may also occur if the Remote Settings for RDP are set to allow.