Hello,
i reproduced this several times now and also found a coressponding thread in the microsoft newsgroups, ( http://social.technet.microsoft.com/Forums/en-US/windowsserver2008r2general/thread/bc0f3c12-eda7-440d-a228-213a8d0b956c ) so here you go:
Install a fresh W2008 R2 to an ESX4 machine, do this all with vCenter Client Console, not with reomte RDP. Add the role
Remote-Desktop-Services to the newly created W2008 R2 machine, reboot, after reboot when the machine tries to finish
the changes (after logon) it totally freezes.
Now the interesting part on that:
If you log on via RDP after the reboot (oh yeah, you urgently need to turn rdp on before reboot!!!), then
the installer of the role WILL FINISH!!!
Now how strange is that? 
Any ideas?
best,
Joerg