Once I faced a issue when I was applying SP2 on SQL Server 2008R2. Whenever I clicked the setup icon the black CMD screen runs and disappears. Nothing happened after that and every time I click the setup icon the result is same. Then I thought that SP2 might me corrupt, so i downloaded a new SP2, but it also behaved like the earlier one. After much effort I was able to rectify the problem using the below steps.
The .Net error : the SQLsetlog gives below error
Error: Cannot load .Net security policy file
Error: InitializeSqlSetupCodeGroupCore(32bit) failed
Error: InitializeSqlSetupCodeGroup failed: 0x80004005
Setup closed with exit code: 0x80004005
Ran in cmd : C:\Windows\Microsoft.NET\Framework\v2.0.50727\caspol.exe -machine -reset
if you have 64 bit then use Framework64