First this is NOT a step by step installation. I assume you can find the setup.exe and run it. I do address some of the less obvious issues that you may encounter.
BEFORE you run setup.exe: If you have Visual Studio 2008 installed be sure that you also have Service Pack 1 installed for VS2008 (Visual Studio 2008). Otherwise, you will have to stop the SQL Server 2008 R2 installation, go install SP1 for VS2008, then run the SQL Server 2008 R2 installer again.
Once you launch the setup.exe you will see the SQL Server Installation Center. Click the Installation navigation link on the left, and then select New installation or add features to an existing installation.
After a number of straight-forward screens you’ll come to this screen. This is the screen were you determine what you want to install. Basically the first 5 checkboxes (the ones under Instance Features) are for the server and the rest are for the most part for client, though they are “shared” so some of them are for server I assume also.
Check the items you want. I suggest the following.
NOTE: In the installation it will create a Integration Services (service). I guess it is needed even though I am not hosting it.