Before you run the install, did you "unblock" the application? I also see that you are running SQL on this server as well, this is not recommended for 3,000 - 5,000 node count. SQL is a tremendous memory hog and will cause issues with a setup like this.
Please look in your coredbutil.exe.log fround in: managementsuite\log
This will contain the exact error that the datamart is having. Post that error here.
Thanks for your replies. I ended up scrapping the initial install and chose to go with the SQL Express bundled with the Express installation option. My organization really didn't need a full blown SQL instance for this, since we service only around 500 endpoints. It was a great learning experience in any regard!