When installing MessageStats, SQL DMO is required but is not included in SQL 2008R2 Express or the SQL 2008R2 Feature Pack
Quote from http://msdn.microsoft.com/en-us/library/ms143729.aspx:
SQL Server Database Management Objects (SQL-DMO) has been removed from SQL Server 2008 R2 Express and the SQL Server 2008 R2 Feature Pack. SQL-DMO also does not support Database Engine features introduced after SQL Server 2000.
We recommend that you modify applications that currently use this feature as soon as possible. If you must support SQL-DMO, install the Backward Compatibility Components from the SQL Server 2008 Feature Pack from the Microsoft Download Center. Do not use SQL-DMO in new development work; use SQL Server Management Objects (SMO) instead. You can obtain the SMO documentation by installing SQL Server 2008 R2 Books Online.
The SQL 2008 Backward Compatibility Pack can be used instead, it can be downloaded from here:
http://www.microsoft.com/en-ca/download/details.aspx?id=27596
When clicking on the Download button a list of tools is presented. The required tool is the one named:
SQLServer2005_BC.msi
