So I was working on a demo, trying to get PowerPivot installed server-side and didn't realize how much pain I was about to subject myself to.

The key is that apparently I was in a situation that isn't the norm. I had already installed SQL Server 2008 R2 and installed Analysis Services as part of that install. I had already installed SPS 2010 and created the farm (and a few site collections). And I was even on a domain controller.... geez, the install guides all want you to create the farm after PowerPivot is installed. If you find yourself in this bind... the key is the fact that you already had one Analysis Services instance installed without PowerPivot. The following URL tells you to uninstall PowerPivot, run a script, create a setup config file, and re-install. This worked - I actually saw the setup end with success. Here is the Url:

http://powerpivotgeek.com/2010/06/14/installation-failure-could-not-load-file-or-assembly-microsoft-analysisservices-sharepoint-integration-dll/

By the way... I was also a bit lost has to how to uninstall PowerPivot once I had it. This helped:

http://msdn.microsoft.com/en-us/library/ff487866.aspx#postuninstallmoss

-Ed