I just installed the Reporting Services SP2 beta on my dev-test machine. I had to search into beta newsgroups how to install SharePoint Web Parts onto my SharePoint Services installation: to do that, you need to start a command like:
stsadm.exe -o addwppack -filename "C:\Program Files\Microsoft SQL Server\80\Tools\Reporting Services\SharePoint\RSWebParts.cab" -url http://sharepointservername
where STSADM.EXE is a SharePoint utility, by default located in C:\Program Files\Common Files\Microsoft Shared\web server extensions\60\BIN.
I think it's important to blog this because I haven't found this information in the readme file and (you guess!) I'm not an expert of SharePoint.
Besides the setup trouble, web parts seems to work fine until now.