1) Download Here (If link is dead search microsoft.com for “SQL Server 2008 R2 Management Studio Express”
2) Follow these instructions
Note: R2 install is a little different as you don’t have to select the SQL Server Express instance, but very similar. Also, Install Visual Studio 2010 first as it comes bundled with SQL Server 2008 Express.
If you need to debug SQL statements through say a SqlCommand or Entity framework you’ll want to install the full SQL Server Management Studio (Developer edition) and be sure to choose the “Complete” option under “Management Tools”