On Windows Server 2003 2008 you need to install ADWS and use RSAT from Windows 7
ADWS (Active Directory Management Gateway Service)
http://www.microsoft.com/en-us/download/details.aspx?id=2852
RSAT(Remote Server Administration Tools) for Windows 7
http://www.microsoft.com/en-us/download/details.aspx?displaylang=en&id=7887
Good Article from Scripting Guy on How to use Windows 7 to Manage 2008 AD
http://blogs.technet.com/b/heyscriptingguy/archive/2011/08/30/install-active-directory-management-service-for-easy-powershell-access.aspx
What's New in AD DS: Active Directory Web Services
(http://technet.microsoft.com/en-us/library/dd391908(WS.10).aspx).
Old links:d How To Article
http://www.simple-talk.com/sysadmin/exchange/active-directory-management-with-powershell-in-windows-server-2008-r2/
Third Party use Quest Software module for AD
http://www.quest.com/powershell/activeroles-server.aspx
http://technet.microsoft.com/en-us/magazine/ee914610.aspx
http://www.windowsitpro.com/blogs/PowerShellwithaPurpose/tabid/2248/entryid/12855/Default.aspx
http://www.microsoft.com/downloads/details.aspx?displaylang=en&FamilyID=008940c6-0296-4597-be3e-1d24c1cf0dda
http://technet.microsoft.com/en-us/library/dd378937%28WS.10%29.aspx