finally SQL 2005 express to work!!!!!!!!!!!!!!! It failed to install for me when using VS 2005 install in WIN 2K SP 4 and saying the sql server agent refuse to start....
http://lab.msdn.microsoft.com/productfeedback/viewfeedback.aspx?feedbackid=0a785e1f-ee3d-44d3-9cf0-1be6671d58b7
http://lab.msdn.microsoft.com/productfeedback/ViewWorkaround.aspx?FeedbackID=FDBK24612#2
http://msdn.microsoft.com/vstudio/support/uninstall/default.aspx
as for the third url, I uninstall everything related to SQL Server 2005 express EXCEPT the VS 2005 SQL MOBILE TOOLS. Then it tell me i cannot install cos I missing the SQL Native client. I go to the dvd \vs\wcu\SSE and find the sqlcnli.exe which is the native sql client and then choose repair...then uncheck advanced options....then click SQL and Windows authetication and choose a SA login for it....from then everything goes smoothly!!!!
Lesson learn: the product feedback url was much more useful in solving installation errors than MSDN...