Dynamics CRM V9 On-Premise

Having waited so long to get my hands on CRM V9 On-Premise, I was frustrated to encounter problems doing a clean install.
I don't know if this is bad luck on my part or a repeatable problem, but this is what I encountered during my install attempts.

Coming from the UK we normally use the SQL Collation Latin1_General_CI_AS (similar to DOCI). This isn't the default as far as CRM is concerned, the product ships with the default collation Latin1_General_CI_AI. And if you install V9 without changing this... it installs just fine.

However, if you change the default collation (to match your SQL Server) the installation crashes with a Collation Change failure on scripts creating foreign keys etc.

Has anybody else encountered this problem?
I was using the EXE install rather than an ISO image

Cheers
Steve