If you're interested in learning more about the federation features in Search Server Express then head on over to MSDN and check out these articles;

Federated Search Overview

Architecture Guidance for Building Federated Search Connectors

Federated Search Connector Sample (for federating to SQL Server)

Creating a Custom Federated Search Web Part with a Credentials UI

Location Definition File Schema Reference

OpenSearchDescription

We also have several Discussion Forums for questions and advice (including one on federation);

Search Server Express Forums

Report a Bug

Known Bugs and Workarounds

Frequently Asked Questions

Feature Requests

Installation, Configuration and Administration

Developers and Customization

Federation

Richard Riley
Senior Technical Product Manager
Microsoft Corp.