In SQL Server 2008, if you wanted to run Reporting Services in SharePoint integrated mode, these where the steps you took (see How to: Install and Configure SharePoint Integration on a Stand-alone Server):

1. Install SQL Server 2008 and on the on the Feature Selection page select the Database Engine Services as well as Reporting Services
2. During the install, when you get to the on the Reporting Services Configuration page, choose “Install the SharePoint integrated mode default configuration”
3. When the SQL Server 2008 installation is finished, run the SharePoint 2010 Products Preparation tool to install the Microsoft SQL Server 2008 R2 Reporting Services Add-in for Microsoft SharePoint Technologies 2010, or you could instead install it separately via this download
4. Install SharePoint 2010
5. Run the SharePoint Products Configuration Wizard, choosing the database engine you installed in step #1
6. Configure the report server integration features via the SharePoint Central Administration.  Do this by going to the Manage Service Applications screen, click New, and choose “SQL Server Reporting Services Service Application”

In SQL Server 2012, this has been changed.  When installing SQL Server 2012, on the Feature Selection page, as before you choose Database Engine Services, but now on this page is the option to choose “Reporting Services – SharePoint”, so step #2 above it not needed (this is also an option to choose “Reporting Services – Native”).  This is also an option called “Reporting Services Add-in for SharePoint Products”, so step #3 above is not needed either.  Note that the “Reporting Services Add-in for SharePoint Products” is a newer version than what is installed with the SharePoint 2010 Products Preparation tool, with one of the new features it installs being Power View.  Steps #4-6 are the same.