I recently provisioned AD RMS on WS 2003 R2 and I made a few notes as I ran into issues. Perhaps these will give you a nudge in the right direction if you are troubleshooting:
First, you must download Windows RMS 1.0 SP2 and install it. The installation won't complete unless you first install IIS, MSMQ, and ASP.NET 1.1 (Add/Remove Windows Components). I found Setting Up a Basic Infrastructure to be helpful.
To provision RMS, you fill out the form on provisioncertification.aspx.
A few issues I ran into:
It couldn't find the SQL Server computer. I had to turn off Windows Firewall on the AD RMS server and the database server.
Login failed. I added my service account to the logins on SQL Server.
CREATE DATABASE permission denied in database 'master'. My service account didn't have correct permissions on the database server.