SSRS 2008 R2 native mode share the same authn/authz infrastructure with SSRS 2008. A couple of small modifications to the SSRS 2008 instructions will make it work on R2:

• Install path change: make sure you are modifying files in the right folder. Use the correct path in the code group xml snippet.
• Compile the security extension dll by referencing the R2 version of Microsoft.ReportingServices.Interfaces.dll

Another issue common to SSRS 2008 and SSRS 2008 R2 is if you have UEA (Unattended Execution Account) configured. Due to the way that ASP.NET preloads assemblies (I don't want to go into the gory details here), you will need to give UEA write permission on RSTempFiles folder. Otherwise you might see an exception saying Microsoft.ReportingServices.ProcessingCore.dll (or other dlls) fail to load due to "Access denied".