Step 1: Download SQL Server 2005 Express Edition
The SQL Server 2005 Express Edition download page has three separate downloads for you to consider.
1.SQL Server 2005 Express Edition SP1
2.SQL Server 2005 Express Edition with Advanced Services SP1
3. SQL Server 2005 Express Edition with Advanced Services SP1
Step 2: Install database software prerequisites
I mentioned above that there are a number of software prerequisites for SQL Server 2005 Express Edition. Before you can install the database software, you need to take the necessary steps to get these items installed.
Install the following items in order.
Internet Information Server 5 or higher
If your Windows server does not have IIS installed, go to Start | Control Panel | Add or Remove Programs | Add/Remove Windows Components.
.NET Framework 2.0
Download the .NET Framework 2.0 (x86) from here. After downloading, execute dotnetfx.exe and follow the instructions to complete the installation. I'd show a screenshot, but there's really not a whole lot to see!
MSXML6
Download MSXML6 from here. Execute msxml6.msi. This is a quick installation.
step 4 request hotfix :
http://support.microsoft.com/hotfix/KBHotfix.aspx?kbnum=921337&kbln=en-us
Step 5 Instal Sql Server... enjoy...^_^