I have a new Dell desktop. The first thing I did was install Vista 64-bit and bumped it up to 4GB of RAM.
I'm now trying to install a default instance of SQL Server 2005 Developer and can't get Reporting Services to run because IIS isn't installed. After trying the click-a-bunch-of-stuff in the "Turn Windows features on or off" dialog, I decided to read the instructions. I may have to start by reading the instructions from now on... click-a-bunch-of-stuff may no longer be my default...
The instructions are here - and I am happy to Report (pun intended) that they work.

The dialog you're after looks like this:

Be sure to install the latest service pack (SP2 at the time of this writing) when the install completes.
:{> Andy
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About andyleonard
Andy Leonard is a SQL Server MVP, database developer, engineer, husband, and father. Andy lives in Farmville Virginia with his lovely bride Christy Lynn and their three children: Stevie Ray, Emma Grace, and Riley Cooper. Andy's two older children - Manda and Penny - are grown and married. When he's not working (and Andy works a lot), he enjoys spending time with his family, working on their old farmhouse, fishing, and reading older sci-fi series.