While performing an upgrade from Microsoft Dynamics CRM 3.0 to 4.0, the upgrade installer halted early on with the following error message:
Microsoft.Crm.Setup.Server.ShutdownCrmServerAction failed
Turns out that at some point the IIS Admin service was shutdown and disabled. Not sure how this occured since I had been running CRM 3.0 just prior to the install.
So if you get unlucky enough to get this message, open up your services and Enable/Restart your IIS admin service. The setup continued without a hitch after that.