When I try to install the game. I see one of the following errors 5003 : 0x8004ace2, 5004 : 0x80070005, 5005 : 0x80070002, 5006 : 0x80070003

This problem appears to be caused by Installshield. Installshield is used in the creation of the install & uninstall of Stronghold Legends.

To solve this problem, please follow the instructions below:

Open up My Computer
Navigate to: C:\Program Files\Common Files
Cut out the Installshield folder and paste into temporary location.
Install Stronghold Legends as normal. You may want to try running the Setup.exe directly from the CD/DVD.
After the game is installed. Paste the Installshield folder back into: C:\Program Files\Common Files
Also clear out the Windows temp folder. Usually located under: C:\Windows\Temp