Enterprise Console and SUM will not install on Windows Server 2008 R2. This is because version 4 of Enterprise Console is not supported on Windows Server 2008 R2.
Known to apply to the following Sophos product(s) and version(s)
Enterprise Console 4.0.0
Windows Server 2008 R2
What to do
You should install Enterprise Console 4.5 and Sophos Update Manager 1.1.1 or above which includes full official support for the Windows 2008 R2 platform