Having CRM on an SBS 2008 Server with Active Directory is a supported scenario according to the implementation guide. This is the only scenario where installing CRM on an Active Directory controller is supported.
Your problem will be ADFS, for CRM ADFS 2.0 is required and ADFS must be installed on the Default Website - there is no choice on this. I think, if I remember correctly, that SBS also uses the default website so a second server may be essential if you want
to use IFD. However, if you do setup a second server (which could a virtual server) then it may be better to move CRM onto the second server with ADFS.
Once you have the required infrastructure I would have thought a couple of days of consultancy would be sufficient to have someone install CRM 2011 and configure IFD.