Hi,
it has been some time that I last installed the trial version on windows. The installer consists of a backend java process and some frontend java process.
The error message: "No gui Server connected ..." probably means that one of them did not start correctly.
I vaguely remember having such problems also and that the error was that some former process did not finish correctly and was still in the background. Perhaps killing all process via the task Manager or restarting windows does help. Also try to start the installer as Administrator (right click "start as administrator").
Note also that this is a duplicate of thread 1992999. In this thread, it is further suggested to start the installation with an OS user whose name consists only of english letters and to have the ancient Java version 1.4.2 installed.
Best regards,
Kilian.