Ok, I have been trying to install the 2008 express database and Management Express on Windows 7 for a few hours with no luck.

Found the following links of information, like me the first link is someone that had the very same problem and came up with a solution. I did not try this solution but I followed all the steps as they outlined with downloading the components in parts to reduce download requirements.

http://goneale.com/2009/05/24/cant-install-microsoft-sql-server-2008-management-studio-express/

Then I found the following link and one part of the post which provided the answer. This is different to the previous link in there was no need to install the products in reverse, as I had already installed the database.

The link http://msdn.microsoft.com/en-us/library/ms365247.aspx

and the particular info:

even though that is not what you're doing. If you select "Add features to an existing instance of SQL Server 2008" it won't install, even though that IS what you're doing. What a bad UI.

Here's where I found the answer:

http://social.msdn.microsoft.com/Forums/en-US/sqlexpress/thread/ea708ab0-0253-4f95-8448-00bd31a22a65

Hope this helps anyone.

Rob