As described in my post on SharePoint 2010 – Setup requirements, while PSConfig Wizard is running, additional software components are required. For environments where Servers are not connected to internet for security reasons this makes it a bit difficult but I’ll provide the links for download them manually to install.
This post applies to the current public Beta version! When its RTM it will be available from the setup splash screen on point when you click "Learn more about these prerequisites" in the pre-req installer tool. I'll update this article when its applicable.
The following is needed for installation on Windows 2008 R2 and Windows Server 2008.
On Windows Server 2008, additional files are needed:
SQL Server 2005 Patches:
SQL Server 2008 Patches:
Hopefully this makes it easier for you ;-)
For more on this series, please see the complete list of related posts on SharePoint 2010 Resource Guide
Steve Chen Sr. Support Engineer, SharePoint