I had earlier compiled this list for BizTalk 2006 pre-requisites CAB files here.
Now that we have BizTalk 2006 R2, it needs a complete separate list of pre-requisites. The CAB files for 2006 dont work with 2006 R2.
So here is a list of those for R2 (in EN language) for a easy reference.
Windows 2003 Server 32 bit
Windows 2003 Server 64 bit
Vista 64 bit
Vista 32 bit
Windows XP 32 bit
Windows XP 64 bit
For a complete list of all the downloads in all the languages, you can use this link -