Following this technique will allow you to remotely install SNMP on Windows systems which do not already have it enabled.

It is not straightforward to add or remove Windows components after the OS has been installed, except by logging into a system and executing Add/Remove Programs, then clicking on Windows Components. Microsoft provides a tool called sysocmgr.exe to help automate this process.

Ensure Windows media is available on a network share [1].

Create a file called snmp.txt and place it also in a network location accessible by all servers. The contents of that file should be:

[NetOptionalComponents]
SNMP = 1

On each system, execute the following command:

sysocmgr /i:%windir%\inf\sysoc.inf /u:\\path\to\snmp.txt /q

Executing this command on multiple systems simultaneously can be done in several ways.  One (free) way to do so is by using PsExec.

For more details about sysocmgr, see the article "Using the Windows System stand-alone Optional Component Manager (sysocmgr)".

[1]: If you want to change where the OS expects to find your Windows CD, edit:

HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows NT\ CurrentVersion\Sourcepath 

and

HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows \CurrentVersion\Setup\Sourcepath 

These values should point to the i386 folder and the "CD root", respectively. The path can contain a drive letter or a network UNC path.  To make these registry changes on multiple systems remotely, you can use the reg.exe command along with PsExec.  Reg.exe comes with XP and Windows 2003 Server.  For Windows 2000 you can obtain reg.exe here.