By default the installation process will use compiled REXX (library REXXCEXE) instead of plain REXX (library REXX).
If you reveive messages with id's like EAGALTxxxx you have probably not the alternate library for REXX installed on the system.
Solution is either to switch the installation to non-compiled REXX (<DHLQ HLQ="DSTHLQ" TYP5="REXX"/>)
or install the free available alternate library from http://www-306.ibm.com/software/awdtools/rexx/rexxzseries/index.html