The SQL Server Premier Field Engineer blog has a post about an issue with installing SQL Server 2008 on a system where the .NET Framework 4.0 is already installed:
SecurityException / 'The process was terminated' errors installing SQL 2008 when .Net Framework 4.0 is installed
The first workaround is probably the easiest for most folks, which is to copy the install files locally and then perform the install. This isn't a SQL Server problem, per se, as the blog post indicates. Rather, it's due to the tightening down of some security in .NET.