Hi Peer,
Based on your description, I understand you got an error "The installation of 'AD FS 2.0 components' failed. Error: Catastrophic failure" when setting up ADFS.
Although, I'd like to provide more information, I'm not the master of this field and I'm lacking in the knowledge of ADFS. I'm so sorry that I could not provide the detailed information from my side. Your understanding is pretty appreciated. At the same time, I'm informed that this kind of issues are handled by our dedicated support team, which is not in this forum, via the following link:
social.technet.microsoft.com/.../home
The staff in the forum above is devoted into the issues of ADFS, you can get a better response there. That is the right place. I believe they will help you.
Finally, I would appreciate if you could share the information once you get it, other users can benefit from your generous sharing when they come across this thread. They'll be grateful to you.
Regards,
Jerry Cen