Well if you are anything like me and you've installed, uninstalled and reinstalled SQL Express a few times (system rebuilds etc) then you might have struck this problem message
"Failed to generate a user instance of SQL Server due to a failure in starting the process for the user instance. The connection will be closed"
uhhh, so what's all that about then!!
Well http://www.differentpla.net/node/487 is a god, thanks dude and it may save you some time too.