Hi there!
No, you don't have to write it. If installation of "UltiDev Cassini Web Server for Visual Studio 2008 (v. 2.0.9)" went successfully you should have "C:\Program Files\Microsoft SDKs\Windows\v6.0A\Bootstrapper\Packages\UltiDev Cassini Web Server for ASP.NET 2.0" folder with Cassini MSIs, product.xml and the "en" folder containing package.xml. If you don't have it, please Windows Event Viewer (Application) for Cassini installation errors.
Best regards,
UltiDev Team.
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