Лог SQL Server'a: 
Дата,Источник,Серьезность,Сообщение
12/26/2015 23:30:44,spid57,Неизвестно,CREATE FILE encountered operating system error 5(Отказано в доступе.) while attempting to open or create the physical file 'C:\Program Files (x86)\Aleksey\Demo Application\WixTestDb.mdf'.
12/26/2015 23:30:44,spid57,Неизвестно,Ошибка: 5123 серьезность: 16 состояние: 1.
<?xml version="1.0" encoding="UTF-8"?>
<Wix xmlns="http://schemas.microsoft.com/wix/2006/wi"
     xmlns:netfx="http://schemas.microsoft.com/wix/NetFxExtension"
     xmlns:util="http://schemas.microsoft.com/wix/UtilExtension"
     xmlns:sql="http://schemas.microsoft.com/wix/SqlExtension">
  <!--<?define RootFolder="..\bin\Release\DemoApplication"?>-->
  <?define RootFolder="..\bin\Debug\DemoApplication"?>
  <?define DbScriptsFolder="..\DB"?>
  <?define DemoAppExeFileName="DemoApplication.exe"?>
  <?define ServiceExeFileName="WixWindowsServiceTest.exe"?>
  <?define UtilsLibFileName="UtilsLibrary.dll"?>
  <?define DemoApplicationExeConfigFileName="DemoApplication.exe.config"?>
  <?define DemoApplicationPdbFileName="DemoApplication.pdb"?>
  <!-- Для работы с базой данных -->
  <?define DatabaseName="WixTestDb"?>
  <?define DatabaseSever="(local)"?>
  <?define DatabaseUser="sa"?>
  <?define DatabasePassword="12345"?>
  <Product Id="????????-cca8-4f6d-8eaf-dc2d6e43388e"
           Name="GeneralSetup"
           Language="1049"
           Codepage="1251"
           Version="1.0.0.0"
           Manufacturer="Aleksey"
           UpgradeCode="????????-e045-4889-a778-8fdbd5de3515">
    <Package SummaryCodepage="1251"
             Description="Программа установки Demo Application"
             Comments="Пакет установки демонстрационного приложения"
             InstallerVersion="200" Compressed="yes" InstallScope="perMachine" />
    <MajorUpgrade DowngradeErrorMessage="A newer version of [ProductName] is already installed." />
    <Media Id="1" Cabinet="demoApp1.cab" EmbedCab="yes" />
    <Property Id="FeatureStateDisabled" Value="1" />
    <!-- Атрибут Absent может принимать два значения: allow и disallow. В первом случае пользователь получит возможность
         не устанавливать набор совсем; во втором – набор будет устанавливаться в любом случае – так следует помечать необходимые для работы компоненты -->
    <!-- Наборы компонентов -->
    <Feature Id="Complete"
             Title="Demo Application"
             Description="Полная установка"
             Display="expand" Level="1"
             ConfigurableDirectory="INSTALLLOCATION"
             AllowAdvertise="no" Absent="disallow" InstallDefault="local">
      <Feature Id="RequiredComponents"
               Title="Необходимые компоненты"
               Description="Важные компоненты" Level="1" AllowAdvertise="no" Absent="disallow" InstallDefault="local">
        <ComponentRef Id="SqlDatabaseCreate"/>
      </Feature>
    </Feature>
  </Product>
  <Fragment>
    <!-- Виртуальный каталог -->
    <Directory Id="TARGETDIR" Name="SourceDir">
      <!-- Подкаталог Program Files\Aleksey\Demo Application -->
      <Directory Id="ProgramFilesFolder">
        <Directory Id="ManufacturerFolder" Name="Aleksey">
          <Directory Id="INSTALLLOCATION" Name="Demo Application" >
            <!-- Подкаталог Doc -->
            <Directory Id="HelpFilesFolder" Name="Doc" />
          </Directory>
        </Directory>
      </Directory>
      <!-- Пуск\Программы\Demo Application -->
      <Directory Id="ProgramMenuFolder">
        <Directory Id="ProgramMenuDir" Name="Demo Application" />
      </Directory>
      <!-- Рабочий стол -->
      <Directory Id="DesktopFolder" />
    </Directory>
  </Fragment>
  <Fragment>
    <Binary Id="CreateDbSqlScriptPart1"
        SourceFile="$(var.DbScriptsFolder)\CreatePart1.sql" />
    <Binary Id="CreateDbSqlScriptPart2"
        SourceFile="$(var.DbScriptsFolder)\CreatePart2.sql" />
    
    <DirectoryRef Id="INSTALLLOCATION" >
      <Component Id="SqlDatabaseCreate"
                 Guid="????????-026D-42d5-9F65-7375318D1328">
        
        <CreateFolder Directory="INSTALLLOCATION" />
        
        <util:User Id="ServiceAdministratorId" 
                   Name="$(var.DatabaseUser)" 
                   Password="$(var.DatabasePassword)" 
                   CreateUser="no" 
                   FailIfExists="no"/>
        <sql:SqlDatabase Id="MainDatabase"
                         Database="$(var.DatabaseName)"
                         Server="$(var.DatabaseSever)"
                         User="ServiceAdministratorId"
                         CreateOnInstall="yes"
                         CreateOnUninstall="no"
                         DropOnUninstall="no">
          <sql:SqlFileSpec Id="dbFileSpecification"
                           Name="$(var.DatabaseName)"
                           Filename="[INSTALLLOCATION]\$(var.DatabaseName).mdf"
                           GrowthSize="10"/>
          <sql:SqlLogFileSpec Id="SqlLogFile"
                              Filename="[INSTALLLOCATION]\$(var.DatabaseName).ldf"
                              Name="$(var.DatabaseName)Log" />
          <sql:SqlScript Id="CreateDbSqlScript1"
                         Sequence="1"
                         ContinueOnError="no"
                         ExecuteOnReinstall="yes"
                         ExecuteOnInstall="yes"
                         BinaryKey="CreateDbSqlScriptPart1" />
          
          <sql:SqlScript Id="CreateDbSqlScript2"
                         Sequence="2"
                         ContinueOnError="no"
                         ExecuteOnReinstall="yes"
                         ExecuteOnInstall="yes"
                         BinaryKey="CreateDbSqlScriptPart2" />
        </sql:SqlDatabase>
      </Component>
  </Fragment>

