CRM 4.0 Server Set Up Database Installation Error

Askar

hi,
I have a problem in the installation of CRm 4.0. I had the CRM
installation on server and the sql server was on same machine. Then i removed
CRM installation and tried to install again by pointing to another SQL
Server. Set up is giving me an error " Action Miscrosoft.crm.setup.server
Install DatabaseAction failed. Object reference not set to an instance of
object.
Set up is creating MSCRM_Config Database on SQl server and the CRM database
is not getting created.

Any body have solution for this? All replies are really appreciated and iam
in very urgent situation to complete the installation.

Askar