>SSMS does not require SQLEXPRESS and it shouldn't have been installed.
I think the reason it got installed is because I didn't select SQL Server 2008 to be installed. So, it had to install the minimum in order to SSMS to work. Could it be?
I run the installation again and was not able to find a way to remove SQLEXPRESS. I also cannot uninstall SSMS. I wanted to uninstall it and see if there could be related option about this French issue I have. Basically, the OS is English, the installation disk is English and it installed SSMS in French. Go figure.