for who use vista or win 7 64bits

Prior to running the installer for SQL Server 2005 Express 64-bit, you have to manually install the 64-bit version of the Native Client. The following steps proved successful:

1. Install the 32-bit version of the SQL Native Client if it is not already installed.
2. Download and install the 64-bit Native Client.
3. Download and install SQL Server 2005 Express Edition 64-bit
4. Download and install SQL Server Management Studio Express Edition 64-bit

You should now have a working installation of SQL Server 2005 Express Edition on Windows Vista 64-bit.