Actually, you must have Windows finish its installation before installing the Bootcamp Drivers. When you get in your desktop for the first time, go to: Start> My Computer> Select your Mac's DVD Drive. Look for an "eject" button in the Windows Explorer window.
You may also want to check the Bootcamp Installation guide for Mac OS X Snow Leopard (10.6), it comes handy in these situations:
http://manuals.info.apple.com/en_US/Boot_Camp_Install-Setup_10.6.pdf
This is the one for Mac OS X Lion (10.7):
http://manuals.info.apple.com/en_US/boot_camp_install-setup_10.7.pdf
EDIT:
Added a video tutorial from CNET, but follow the Apple Provided installation guide:
http://www.youtube.com/watch?v=9dLcJmDIccc
This video is more up to date:
http://www.youtube.com/watch?v=X-CXTovYk3A&feature=related
Note that the tutorial says that Windows 7 is not compatible, this not longer the case after the release of Bootcamp 3.1.
Message was edited by: vea1083