I tried to install Microsoft XML Paper Specification Essentials Pack(aka XPSEP or XPS Essentials Pack) many times on my PC, but failed, after searching, I got the answer. Then I thought how about just copy the necessary file on a fresh PC to run the XPSEP, after tested, it works. So I share it here for the friends who do not want to install XPSEP or failed to install XPSEP.
Download it now,
XPS Viewer EP-portable(2.19M)

P.S.
If you just want to view XPS, you can use IE plug-in after install Windows XP SP3, but it is very slow, and once you set your Firefox as default browser, you have to try to browser xps document with IE to open it.

Oct 20, 2009
If you do not want to install .NET Framework 3.0, I recommend you A Free Win32 Native Code version XPS Viewer or try java-axp, java version XPS Viewer(free and open source)

I tried to install XPS Essentials Pack(aka XPSEP) many times on my PC, but all failed, the error message is,

“There is a problem with this Windows Installer package. A program run as part of the setup did not finish as expected….”

My PC has installed Windows XP SP3, and .NET Framework 3.5.
After searching, I got the following solution,

There is a brute force solution to that :-)
1. Make sure you uninstalled the .NET 3.x things (no %windir%\system32\xpsviewer folder anymore)
2. Make sure you have WIC installed or install it.
3. Get yourself Orca, the MSI database editor from MS (you may have to get a Windows Platform SDK in order to get access to the Orca.msi); I used Orca 3.1.4000.2049
4. Make a copy of your XPSEP MSI.
5. Right-click on the copy – “Edit with Orca”
6. Go to InstallExecuteSequence.
7. Find the Row labelled WICUpdateInstallAction – Right-click – “Drop Row”.
8. Save.
9. Double-click the MSI copy you just edited.
10. Hopefully, the installer should run through fine.
11. Reinstall .NET 3.x and all other things you uninstalled beforehand.

unlucky, I can not successfully uninstall .NET 3.0, So I tried on my Virtual PC, it did not install SP3 and .NET Framework, and succeeded.

First,
1. Download GhostPDL 1.54: http://ghostscript.com/releases/ghostpdl-1.54.tar.bz2
2. Extract it, enter xps folder, build xps.
3. After the build you will find gxps.exe in xps\obj
4. Convert your XPS file to PDF format like this: gxps -sDEVICE=pdfwrite -sOutputFile=test.pdf -dNOPAUSE test.xps
gxps also support other format,
ljet4, wtsimdi, bmpmono, bmp16m, bmp32b, bitcmyk, bitrgb, bit, pkmraw, ppmraw, pgmraw, pbmraw, pcx16, pcx256, pcx24b, cljet5, pcxmono, pcxcmyk, pcxgray, pxlmono, pxlcolor, tiffcrle, tiffg3, tiffg32d, tiffg4, tifflzw, tiffpack, tiff12nc, tiff24nc, png16m, pngmono, jpeg, pswrite, pdfwrite, wtscmyk, imdi, nullpage
download the last version gxps here,
http://ghostscript.com/snapshots/gxps-win32.exe
or
http://ghostscript.com/snapshots/win-gxps.exe

Second,
Microsoft XPS Viewer(Integrated into Internet Explorer, version 6.0 or higher). or Microsoft XPS Essentials Pack(aka XPSEP, XPS EP, Opens XPS documents in a stand-alone viewer application) with PDF Printer, for example PDFCreator.

References,
GhostPCL, GhostXPS, Ghostscript and GhostPDF
PdfCreator

btw, I just noticed some body developed XPS2PDF bases on gxps.exe