When I try to install Sony Vegas 10e on Windows 2003 the setup says it's not supported and aborts. The same setup supports Windows XP SP3, so it should work on Windows 2003 Server R2 SP2 fully updated and with .net 4 installed.
Any ideas ?
Actually that's not exactly true... that just because it will install on WinXP, it should install on Windows Server 2003.
For example... Vegas 10 isn't compatible with XP 64.
That is all that Sony Vegas 10 is compatible with, according to them. Which means the installer could simply reject any other OS it is installed on. Now, you didn't say whether you are talking about a W2k3 IA-32, X64, or IA-64 install. I suppose it could detect the IA-32 Intel 32 bit version as some kind of Windows XP 32 bit version... because people have installed Vegas 10 on Windows server 2008, which is based on Windows NT 6.x... and Vegas 10 supports both 32 bit and 64 bit for Windows NT 6.x.
I'm guessing you did not install the 32 bit version of Windows Server 2003?
EDIT you asked for ideas... does this qualify?
You can install Vegas (well, not only Vegas, but virtually anything) using "modified" .msi install package. You shall need a .msi edit tool like Orca (http://support.microsoft.com/kb/255905/EN-US/). When setup says "Operation system not supported" go to a temporary file storage (most common path is C:\Documents and Settings\%username%\Local Settings\Temp). Find the most recent .msi file and copy it somewhere. For clarity I shall name this "file.msi" Quit the setup. Launch Orca (or whatever) and find "LaunchCondition" table there. Modify the "Condition" field to a "VersionNT>=501" value and save transform file to a "file.mst" in the directory saved file.msi lies (Transform->Generate transform in Orca). Launch the command shell (WinKey+R->cmd) and change directory to the one your .msi and file.mst is placed. Type "msiexec /i "file.msi" TRANSFORMS=file.mst". Done.
I have absolutely no idea whether this method is legal. EULA prohibits modifying program files, but no modification to the files in question is being made. Maybe you should consult with someone. I do no know how the installed program shall work (worked like a charm for me), but you will be able to install Vegas, as you have asked.