Are you using MSTSC to connect to the remote PC? If so allow to connect disk drivs to the pc and install the software directly on the folder from your mapped drive. If you have a way to actually get the CDS or DVD directly on the machine first that would be better. I have installed SQL2005 remotely without issue but I have not tried sql2008. If you can copy up your software to the machine before the install, i would recommend this. Mapping a disk drive to the remote PC could be problematic. Then invoke the installer from the machine. If you install it in a different directory i don't see this is being a problem either. Once install is complete remember to apply your service packs. Then remove the install software.
We install SQL remotely in our mock disaster recovery runs. I have also installed sql remotely through VMWare without issue to clustered and non-clustered servers.