Recently I was installing SQL 2008 R2 Express for a client and had a weird issue with an error.
When trying to do a “New Installation” it would ask for the SQL 2008 installation media.
But I just downloaded the .exe file and ran it surely it doesn’t want a cd as well?
It seems it has some issues when opening the .exe file and cannot read all of the contents but this is easily solved if you know what you need to do.
Download the lastest copy of 7 Zip (http://www.7-zip.org/) and install
Create a new folder under c:\ called “SQL Media”
Right click on your original .exe SQL installer and select 7zip extract to.. and then select the new folder you made above.
Now run the installer again and when asked for the media select the folder above which has a folder in it called “SQL Install Files”, it should now install correctly.
I have used this multiple times and always solves the issue should it occur.