I have Sql Server 2008 R2 installed. But in Management Studio, under Tools menu, I don't see Profiler. What feature do I need to install in order to get profiler?
At install time there are two options for the Management Tools: Basic, which installs only Management Studio, SQLCMD, and Powershell...and Complete, which adds support for Reporting Services, Analysis Services, and Integration Services plus Profiler and the Database Tuning Advisor.
Sounds like you did the basic install and needed complete. Re-run the installer via the control panel and you should have the option to add features. When you get to the feature selection screen choose the complete option for the management tools.