Exchange 2010 has a daunting list of prerequisites. Although the installer is pretty good about catching missing items, it’s a hassle to start an install, wait a few minutes, and then notice it complaining that you’re missing a required component or hotfix. This problem is made worse by the fact that there are slightly different prerequisites for some server roles on some operating systems.
Fellow Exchange MVP Dejan Foro has a great solution: a pair of scripts that automate the installation of the prerequisites for you. You still have to download them all, but the script takes care of installing the right bits in the right places at the right times. I particularly like the "turbo" script, which just slams the prerequisites into place without asking you any annoying questions. Check the scripts out—I think you’ll like them.