You should install a server with the hub transport role first.  Without the hub transport mail cannot flow, even between mailboxes on a single server.  This is because all mail flows through the hub transport.  Also, the file share witness for your CCR cluster should be installed on your hub transport server.

You will also need to configure receive connectors on each of your hub transports. You will also need to configure send connectors for your organization. If you relay to an SMTP server, or use an outside spam filtering service, you will want to configure a smarthost. If you have Edge Transports, then external email will be handled by your Edge Transport.

Run setup.exe from the Exchange 2007 SP1 install directory (D:\Install\E2K7SP1EN64). Any prerequisites that have not been installed will be highlighted. As you can see from the screenshot below, all prerequisites have been properly installed.

Click “Step 4: Install Exchange Server 2007 SP1”.

Skip past the introduction screen by clicking “Next”

Accept the license agreement and click “Next”

Click “Next”

Select “Custom Exchange Server Install”. Click “Next”

Select the “Hub Transport Role”. Verify settings and click “Next”.

Click “Browse” and select “your Exchange 2003 server” (this is only needed for the first server). Click “Next”.

Verify the “Readiness Checks” pass, then click “Install”

Results…

A reboot is required at the end of the install procedure.

The error above was corrected by adding the server to the “Exchange Domain Servers” group in the Users container in Active Directory and rebooting.