This is a common occurrence on install.
The un-patched (generally available, GA) version of QC/ALM11 does not ''officially'' know about SP1 (it was not available yet when it came out), but since we ALWAYS apply a later patch immediately after install, it is not a big deal to get that warning.
Also, your IE on that server is too NEW for the un-patched version as well - you likely would have gotten an error there as well before patching.

So, install QC/ALM11 , then patch to Patch 9 -- it will support Win2008 R2 SP1.
Make sure to get the 65-bit Windows version of the patch.

That is probably because you don't meet the minimum rights to install QC/ALM that are specified in the Install Guide.
You could try looking at the BAT file referenced by the ''Server Configuration Wizard'' link in your HP Application Lifecycle Management ''folder'' in your start menu. go to the ''start in'' path using Windows Explorer (file manager). right-click on the BAT file and use ''run as Administrator''.
This should get you through the Configuration Wizard.

In the long-run, you really should use the Install Guide section on ''Permissions Required to Install ALM Platform'' and ask your system admin to grant you those rights or give you some account to use that does have these rights since you will need them whenever you apply a patch.