>>See this thread http://forums.asp.net/p/1477527/3442786.aspx#3442786
>
>My problem was that i couldn't install it via Windows web so I had to find an alternative place to get it from which didn't have SM Studio

I didn't have a problem installing it on Windows Vista 64 or Windows XP latest SP.

If you somehow will get stuck, this is the place to get help with Express installation:
http://social.msdn.microsoft.com/Forums/en-US/sqlexpress/threads