There seems to be one small issue with the installtion for MOSS 2007 and SP2010.
On a Domain Controller, the installation defaults to a single server installation.
So how to install so you can create an actual farm?
First run and install any Prerequisits.
Then quit the splash installer, and run the sharepoint installer file with the /extract:c:sharepointinstall option to extract all the installation files. If you have a CD of the image, skip this step.
Open up a command prompt or powershell
cd Downloads 14.0.4730.1010_OfficeServer_none_ship_x64_en-us.exe /extract:c:sharepointinstall
Next run the installer with the option to install as an Farm Server ( with SQL Support )
cd sharepointinstall setup.exe /config .FilesSetupFarmconfig.xml
Now when you run the config wizard after the install, you can select a sql server and start a new farm or join an existing one.
UPDATE 8-feb-2010: seems to be default behaviour for SharePoint on a Domain Controller installation.
UPDATE 9-feb-2010: Removed references to a specific version because of NDA.