Sql-server – Error creating database in SQL Server Management Studio. (Could not load file or assembly ‘Microsoft.SqlServer.Sqm)

1. Open the SQL Server Data Quality Services client and attempt to connect to the server with it. You can sometimes get a better explanation of a problem from the DQS Client than the SSIS component.
2. If unsuccessful, run 'DqsInstaller.exe -upgrade'

Peter Saddow has written about this issue, and it's more likely a problem with the setup program rather than your OS (though it can't hurt to make sure you've installed all Windows updates too):

• Invoke or BeginInvoke cannot be called on a control until the window handle has been created.

So instead of installing RTM from RTM media, try slipstreaming with the final service pack for 2008 R2 (Service Pack 3).

I came across this issue on Windows 7, even when slipstreaming, but in my case only a reboot was required to get past the issue (simply closing setup and re-launching was not enough).

Peter has also written about slipstreaming:

• How to slipstream SQL Server 2008 R2 and a SQL Server 2008 R2 Service Pack 1 (SP1)

That post was about SP1, but you can follow the same basic steps to slipstream a newer service pack.