Hi Kiru -
I just ran into this problem myself with a Unity 4.2(1) system. I need to move the Unity_servername mailbox and the recommended Unity Reconfiguration doc says to do this only by running the Message store configuration wizard (thru Add/Remove programs and select Change). However, my setup.exe exited just like you experienced. I contacted TAC and was pointed to bug CSCsd99610. If you go to the bug details, there is a work-around, which I have not yet scheduled for my Unity server. TAC also said they are in the process of updating the documentation to clear up any issues with this.
Hope this helps! Ginger