If you frequently install Exchange 2010 in different environments, you can download a really great Powershell script here, it installs all the necessary prerequisites for the selected Exchange roles. I like to use it to quickly set up a test environment.
http://www.ucblogs.net/files/folders/powershell/entry125.aspx
The script was written by Pat Richard, the corresponding blog post can be found here:
Many thanks at this point.
PS: Do not forget to execute the following command before calling the script:
set-executionpolicy remotesigned