What I am trying to say is that SQL Server 2008 / 2008R2 and 2012 manages its own groups.
Windows Server 2008 / 2008R2 and 2012 with a Domain Controller role will not allow these groups to be created by SQL Server.
SQL Server 2005 does not install these groups, it uses a completely different management substructure.
All editions of Windows Server come with at least 1 addiitonal licence for HyperV with the exception of the foundation edition, so you do not have to worry about having to purchase an additional licence
Hope this Helps
Cheers
Leon