Annie Wang (PM on the VS Setup Team) and the rest of the setup team have worked extremely hard to fix up the problems reported during the initial download attempts of the express sku.  She posted this update:

“We have published the new web setup installers for Express SKUs. The new versions of installers should resolve the majority of the download issues we have seen reported. Please give it a try!

Please read the know issues docuement before you start the installation process. We are actively working on getting them fixed for our Beta2 release. We appreciate your feedback and thank you for your patience.”

If you had problems before, please try this out and let us know me know if it solves your problems.  If it doesn't let me know as well so that I can tell the setup team.  Alternatively, you can go through LadyBug, but I can understand your frustration and that you might not want to go through all that hassle.  We really want you to be able to install and run this (cuz otherwise the beta would be kind of pointless :-) ), so we're trying to do everything to get through these issues.

Kudos to the Setup Team for their hard work so far.