When installing SharePoint 2010, you may see the following error in the SharePoint 2010 preparation tool “Microsoft SQL Server 2008 Native Client: download error”

Solution: Install the SQL Native client and then re-run the preparation tool. You need to run sqlncli.msi file which can be found in your Microsoft SQL Server 2008 install media.
In Microsoft SQL 2008 R2, it is located here: 1033_ENU_LP\x64\Setup\x64\sqlncli.msi

You can also download it directly from here: http://go.microsoft.com/fwlink/?LinkId=123718&clcid=0×409