If you're using a Windows N version, you need to install the Media Feature Pack before you can install the HCK Client:

http://www.microsoft.com/en-us/download/details.aspx?id=40744

If you don't, you'll get a 1603 error during the installation of the client. Note that once you've gotten the 1603 you can't simply install the MFP and retry, you need to either reinstall the O/S or go to a restore point before the failed install.