When dealing with installing the on premise version of Microsoft Dynamics CRM 2011 you will find a couple documents on MSDN, Microsoft Dynamics CRM Planning Guide and Microsoft Dynamics CRM Installing Guide. I find those lacking a lot of detail with the real steps and requirement for the installation, however I found this excellent and very detailed technical step by step guide, with just one flaw,
The flaw is when SQL Server is on another server and a TCP port other than the default and the Windows Firewall is on. The Dynamics Setup will fail complaining that the “sql server agent service is not running on the server”.
The issue has to do with the way that the setup connects to SQL Server, it relies on the SQL Browser service that uses port UDP 1434, just open that on the firewall of the SQL Machine and remove the port number for the SQL in the setup.