The dedicated admin connection is a new SQL Server 2005 feature that allows a single user (an admin) to connect to SQL server when normal connection attempts fail, for example, when server is hanging, out of memory or other bad states that it's not responding to connection requests. This feature requires pre-allocating dedicated resources during server startup like additional memory ~3.5 megs. Because of this extra resource, in SQL Express scenarios the DAC feature is disabled by default. If you are interested in enabling DAC for express, you can enable it by starting SQL Server service with a trace flag.
Steps to enable DAC in Express:
1) Launch Services Applet in Control Panel
2) Stop SQL Server Express Service
3) Launch Properties dialog of SQL Server Express Service
4) Add "-T7806" to the startup parameters
5) Start the SQL Server Express service
Note: You can only access the DAC via SQLCMD command line tool, this is the case with all SKUs of SQL Server.
C:>SQLCMD -E -S.\SQLEXPRESS -A