If you have Visual Studio 2008 installed, you can’t install all of the SQL 2008 bits because of shared components for Visual Studio 2008. SQL 2008 wants to use Visual Studio 2008 SP1 components and that might/will break your Visual Studio 2008 setup...
I downloaded the SQL 2008 Upgrade Advisor. When I tried to install it I got this : It says a “Windows service pack” , yet Windows Update tells me my system is up to date. Well it might help if I read the download’s system requirements...