With the release of the SQL Server 2008 R2 November CTP, we have simplified the SQL Server Express (all editions and package) installation process. In this release, we have completed the following:
See http://blogs.msdn.com/petersad/archive/2009/11/13/how-to-install-sql-server-2008-r2-express-edition-november-ctp.aspx for step-by-step instructions on how to install.