Actually... the screen on the OEM versions of XP SP 2 don’t tell you that running as admin is a bad thing. They don’t tell you *anything* about it.
The *very* last retail pressings of XP did, but they’re rare.
It wouldn’t surprise me there’s nothing on the OEM, in theory if everything goes well only the guys at the OEM company will see the install screens on those machine, and they should just be following the script provided by their bosses. They probably only read enough of the screen to know where they are in the script. Might as well just put screen numbers on.
Of course if people would just stop double clicking on every damn thing most of the rest of the security measures would be unnecessary. Most of the stuff that runs rampant through PCs does its infection at the request of the user. People need to learn when in doubt scan, or better yet just delete it, most mystery files that come your way are no good.