Enterprise Console: uninstall fails with error 1721

Issue
When you try to uninstall Enterprise Console 2.0, using Add/Remove Programs, you get the error:

Error: 1721 there is a problem there is a problem with this installer package, a program required could not be run.

Sophos product and version
Enterprise Console, version 2.0

Operating system
Windows 2003 SBS SP2

What to do

Refer to the knowledgebase article Installation errors: troubleshooting installation errors using MSI logs