Make sure that you made everything right:
* Supported Operating Systems: Windows 2000 Service Pack 4; Windows 7; Windows Server 2003; Windows Server 2008; Windows Server 2008 R2; Windows Vista; Windows XP
* Computer with Intel or compatible Pentium III 500 MHz or faster processor (1 GHz or faster is recommended.)
* Minimum of 192 MB of RAM (512 MB or more is recommended.)
* 600 MB of available hard disk space
Note: You must have administrative rights on the computer to install SQL Server Express.
Step 2: Download SQL Server Express by clicking the SQLEXPR.EXE or SQLEXPR32.EXE link later on this page. To start the installation immediately, click Run. To install SQL Server Express at a later time, click Save.
Note: SQLEXPR32.EXE is a smaller package that can be used to install SQL Server Express on 32-bit operating systems only. The larger SQLEXPR.EXE package supports installing onto both 32-bit and 64-bit (WOW install) operating systems. There is no other difference between these packages.
Step 3: Follow the installation instructions provided in the Readme. For known issues, review the Release Notes.