Same as what happened to SharePoint Server2007, the SQL server2008 still do not support Windows Server 2008R2 unless a Server Pack1 being installed. To solve this problem, MS introduce us to pack the SP1 with SQL Server2008 together as one installation package, similar to the method we deal with the SharePoint Server2007 SP2.
In this artical, I will introduce you another way to install SQL Server2008 SP1 on Windows Server 2008R2 without packing slipstream package.
1, Before you install the SQLserver2008, install the SQL Server2008 SP1 first. It will try to install the latest group of setup support files on your server.
2, Then, it will detect that there is no SQL Server 2008 whick the Service Pack depend on installed. The upgrade process would be cancel automatedly.
3, Now, insert the SQL Server 2008 media to your server, began installing it. You will encounter the warning message as before. You can ignore this message this time and click on "Run Program" button. The familiared  SQL Server 2008 installation pane would appear.
4, Each time you met the warning message, you can ignore it and click on "Run Program" button as what you did in step 3.
5, After all these being done, do not forget to run SQL Server2008 SP1 and install it.
NOTICE: This method is NOT given by Microsoft, and NOT being well tested. I do NOT assume any sequent evolved by it!!!