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Need For Speed Underground and Most Wanted fix

Need for Speed Most Wanted refuses to install if Need For Speed Underground is installed. Fortunately the fix is quite straightforward.
It says a lot about Electronic Arts that they haven't released a fix even though it wouldn't be hard to make one.

Fixing it

It doesn't matter which game you install first. I'll assume neither game is installed.

Install Need For Speed Underground.
Patch Need For Speed Underground.
Open regedit. Go to the key HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\App Paths\
Delete the subkey Speed.exe. Back it up first if you like, I did.
Close regedit.
Install Need For Speed Most Wanted.
Patch Need For Speed Most Wanted.
Open regedit. Go to the key HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\App Paths\
Delete the subkey Speed.exe again. Back it up if you want to.
Close regedit.

Using it

When you insert the CD/DVD the splash screen will pop up as usual. The play option will be replaced by the install option. Don't use it. Launch the game from the desktop or start menu shortcut instead.

.REG files

In the unlikely event of Electronic Arts issuing a new patch you may need a .reg file to restore the settings.

Copy the text, paste into Notepad and save with the extension .reg.
If you didn't install the games in the default directory, change the paths (highlighted) to match your installations. Note the double backslashes.
Save the file, then double-click on it to enter the settings.

Underground:

REGEDIT4

[HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\App Paths\Speed.exe]
"Game Registry"="SOFTWARE\\EA GAMES\\NFS Underground"
"Restart"=dword:00000000
"Installed"=dword:00000001
@="C:\\Program Files\\EA GAMES\\Need For Speed Underground\\Speed.exe"
"Path"="C:\\Program Files\\EA GAMES\\Need For Speed Underground"

Most Wanted:

REGEDIT4

[HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\App Paths\speed.exe]
"Game Registry"="SOFTWARE\\EA GAMES\\Need for Speed Most Wanted"
"Restart"=dword:00000000
"Installed"=dword:00000001
@="C:\\Program Files\\EA GAMES\\Need For Speed Most Wanted\\speed.exe"
"Path"="C:\\Program Files\\EA GAMES\\Need For Speed Most Wanted"

Credit

I have no idea who came up with this fix, probably several people independently. I just felt that it hadn't be documented clearly, so I did it.