Andy Goodman writes about his work to install CRM SBE on a Small Business Server framework. He documents the installation with lots of screen shots and tests the installation to make sure it works.
I have found that installing CRM SBE on SBS 2003 R2 to work quite well if you install SQL Reporting Service (SRS) when you install SQL 2005 on SBS. Then, when you install CRM tell it to use the existing SRS. This seems to work quite well, so far.