To Install SQL Server Express 2008 With Management Tools (Sun GlassFish Web Space Server 10.0 Administration Guide)

Download SQL Server 2008 Express with Tools/SQL Server 2008 Express
Advanced Series.

Run the SQLEXPRADV_x86_ENU.exe file.

Click the System Configuration Checker in the SQL Server Installation
Center to see if all the prerequisites are installed.

Choose Installation.

• If you are doing a fresh installation, select the New SQL Server
  standalone installation.

• If you are upgrading an existing installation, select the Add
  Features to an Existing Installation option.

Type the product key and click Next.

The product key
setting page appears.

Accept the licence terms and click Next.

The licence
terms page appears.

Click Install in the Set Up Support Files screen. Click Next on
completing the setup.

In the Features Selection screen that appears, select the Database
Engine Services and ManagementTools-Basic features.

Type MSSQLSERVER in the Named instance and
Instance ID boxes for Instance configuration. Click Next.

See http://msdn.microsoft.com/en-us/library/ms165614.aspxfor
more information about configuration.

Make the following changes in the Server Configuration page

1. Use NT AUTHORITY\SYSTEM as the account name
   for SQL Server Database engine.

2. Change the SQL Server browser startup to Automatic.

Other settings remain the same.

Do the following changes in the Database Engine Configuration
screen:

1. Select Mixed Node so that the built in admin user sa can
   be user for authorization in addition to Windows authorization.

2. Provide a password for the account sa.

3. Click Next and wait till the installation is complete.