Install Microsoft Security Essentials Using Commant Prompt Mseinstall /disableoslimit

Download and Copy the mseinstall.exe (x64 version) file to a folder on your WHS 2011 desktop

Highlight the folder and press shift while right clicking this folder you placed the .exe installer in.
Select "Open Command Window Here" to bring up a command prompt which will have automatically opened at the appropriate directory and then type mseinstall /disableoslimit

EDIT:

An important message from Drashna:

It sounds like MSE doesn't play well with MS-SQL. 
So anyone that is using MS-SQL, (such as those using myMovies, sharePoint, or WSUS), I would recommend against using MSE also. You'd be better off with a different solution (such as ESET NOD32).