Why don't rbStandardInstallType and rbCustomInstallType radio buttons get checked even though I set the Checked property of one of those to True? On the other hand, rbDefaultMSSQLInstance and rbNamedMSSQLInstance radio buttons do get checked.  
I create radio buttons like this:
function CreateRadioButton(
  AParent: TNewNotebookPage; AChecked: Boolean; AWidth, ALeft, ATop, AFontSize: Integer;
  AFontStyle: TFontStyles; const ACaption: String): TNewRadioButton;
begin
  Result := TNewRadioButton.Create(WizardForm);
  with Result do
    begin
      Parent := AParent;
      Checked := AChecked;
      Width := AWidth;
      Left := ALeft;
      Top := ATop;
      Font.Size := AFontSize;
      Font.Style := AFontStyle;
      Caption := ACaption;
    end;
end;
I have 2 custom pages where I must show my image on the left and some text and radio buttons on the right (2 radio buttons per page).
So, in my InitializeWizard procedure I've written this:
wpSelectInstallTypePage := CreateCustomPage(wpSelectDir, 'Caption', 'Description');
rbStandardInstallType := CreateRadioButton(WizardForm.InnerPage, True, WizardForm.InnerPage.Width, ScaleX(15), WizardForm.MainPanel.Top + ScaleY(30), 9, [fsBold], 'Standard');
rbCustomInstallType := CreateRadioButton(WizardForm.InnerPage, False, rbStandardInstallType.Width, rbStandardInstallType.Left, rbStandardInstallType.Top + rbStandardInstallType .Height + ScaleY(16), 9, [fsBold], 'Custom');
wpMSSQLInstallTypePage := CreateCustomPage(wpSelectInstallTypePage.ID, 'Caption2', 'Description2');
rbDefaultMSSQLInstance := CreateRadioButton(WizardForm.InnerPage, True, WizardForm.InnerPage.Width, ScaleX(15), WizardForm.MainPanel.Top + ScaleY(30), 9, [fsBold], 'DefaultInstance');
rbNamedMSSQLInstance := CreateRadioButton(WizardForm.InnerPage, False, rbDefaultMSSQLInstance.Width, rbDefaultMSSQLInstance.Left, rbDefaultMSSQLInstance.Top + rbDefaultMSSQLInstance.Height + ScaleY(10), 9, [fsBold], 'NamedInstance');
And finally, here's my CurPageChanged code in order to display all the controls properly:
procedure CurPageChanged(CurPageID: Integer);
  begin
    case CurPageID of
      wpSelectInstallTypePage.ID, wpMSSQLInstallTypePage.ID:
          WizardForm.InnerNotebook.Visible := False;  
    else
      WizardForm.InnerNotebook.Visible := True;
    end;
    rbDefaultMSSQLInstance.Visible := CurPageID = wpMSSQLInstallTypePage.ID;
    rbNamedMSSQLInstance.Visible := CurPageID = wpMSSQLInstallTypePage.ID;
    rbStandardInstallType.Visible := CurPageID = wpSelectInstallTypePage.ID;
    rbCustomInstallType.Visible := CurPageID = wpSelectInstallTypePage.ID;
  end