Are you installing from the web downloads or the cd image (i.e. manual installation)?
You can find the manual installation instructions here: http://msdn.microsoft.com/vstudio/express/support/install/default.aspx
Make sure you are correctly burning the image in a program such as ISOBuster.
thank you it helped me but still i am getting an error : the following component failed to install : microsoft sql server 2005 express edition x86.what should i do know