When I double-click SPLASH.HTA in the root of the ConfigMgr media I get an Internet Explorer Script Error dialog box popup that states:
An error has occurred in the script on this page. The system cannot find the file specified.
Do you want to continue running scripts on this page?
If I click Yes I see a white screen with (c) 2007 Microsoft Corporation. All rights reserved at the bottom but nothing else.
Make sure your ConfigMgr media is not corrupt/ incomplete. In this case an attempt had been made to copy the ConfigMgr media but the copy had failed part way through.
Re-copying the media resolved the issue.