Those are actually role services for the Web Server role in Windows Server 2008 R2. Here's the instructions to add them:
1. Click Start, click Administrative Tools, and then click Server Manager.
2. In the navigation pane, expand Roles, right-click Web Server (IIS), and then click Add Role Services.
3. In the Select Role Services pane, scroll down to IIS 6 Management Compatibility.
4. Click to select the IIS 6 Metabase Compatibility, IIS 6 WMI Compatibility, and IIS 6 Management Console check boxes.
5. In the Select Role Services pane, click Next.
6. In the Confirm Installations Selections pane, click Install.
7. Click Close to exit the Add Role Services wizard.
@David: the steps to do this are explained in the PI Web Services User Manual, under the Installation section. Please take a look at this and let us know if you find anything that could be made even clearer.
Brad's explanation above is a little clearer. In looking at the instructions in the User Guide now I can understand what it was referring to. At the time I was trying to set this up, I could not.