My Problem
Today during the installation of CRM 2011 I got the following error:
An error occurred when attempting to set the SQLSERVERAGENT service to AutoStart: System.ComponentModel.Win32Exception (0x80004005): The specified service does not exist as an installed service
A lot of forum articles showing the same error but none of them solved my problem.
Your Solution
My system disk had ran out of disk space. I increased my disk space on my VM and all started to work.