I've put together screen shots to allow people to walk through an installation from scratch. I found this useful when I first started out in SharePoint because not everyone knows how to install Windows, AD, SQL etc. so this should help you through.
Please check out this page Install SharePoint 2010 Public Beta on Standalone Windows Server 2008.
The @SPAdmWiki has also got a page with some guidance on Windows 7 installs and Server 2008 SP2 installs too.