If using the new Task Recorder with Ax 2012 R2, you’ll need to have Windows Media Player installed also.
Took a while to find where it was hidden in Server 2012, but it’s there, under User Interface and Infrastructure…see this blog post for details.

http://blogs.technet.com/b/meamcs/archive/2012/05/01/how-to-add-desktop-experience-feature-on-windows-server-8-beta.aspx