We recently published a technical article on how to embed and run SQL Server 2008 Express in unattended mode. The article is at http://msdn.microsoft.com/en-us/library/dd981032.aspx. We expect to revise this article at a later point in time. To ensure we continually improve the Express embedding experience, please provide us feedback. You can provide your feedback through this blog site or through the Microsoft connect site at https://connect.microsoft.com/SQLServer/Feedback.  It is preferable to submit through https://connect.microsoft.com/SQLServer/Feedback to ensure we capture and track the feedback.