How to add a group to the sysadmin fixed server role in SQL Server 2008 R2?

As stated, SQL 2008 R2 no longer adds the administrators group as a SQL login by default. You first have to add the Administrators group as a SQL Server principal.

CREATE LOGIN [BUILTIN\Administrators] FROM WINDOWS

(or see this article for more information on how to add a login)

You can then add that group to the sysadmin role.

sp_addsrvrolemember
    @LogiName='BUILTIN\Administrators',
    @RoleName='sysadmin'