I am not sure what I done to connect to SQL Server Express, but I'll tr to explain.
I connected to it Using ODBC with -> SQL Native Client.
But first - Open Computer management Console and make sure if SQL Server is Running (in Services)
Enable Protocols In Server Network Configuration. For TCP/IP Enable IP1, IP2....
Enable Protocols in Client Network Configuration
If You using WinXP SP2 Enable 1433 port in Windows Firewall
Against Stupidity the Gods themselves Contend in Vain - Johann Christoph Friedrich von Schiller
The only thing normal about database guys is their tables.