Well, with SQL Express you get a MDF file and there is no "Express Server" as such.  SQL Express runs locally.  The choice would be between SQL Express and SQL Server, and in most cases SQL Server would be the appropriate choice if available.  And unless you know what you're doing, you should stay out of the DNN database in Management Studio.

Jeff

David:

For the sake of completeness, let's clarify that SQL Server 2005 Express Edition has two modes of operation (and that is its formal name by the way).  One way is using what they call a User Instance.  This is the new and basic way you get when you install DNN.  This mode requires the SQL Express 2005 software/engine to be running on the local machine.  The main thing with this method is that you can do an "XCopy" deployment of the database, you can just copy it there to App_Data and the app (in this case DNN) can access the data, no need to attach the file.  It is a little more difficult to manage this database with the management tool but not impossible.

The other way of operation is when you create a regular database instance like in SQL Server 2000.  In that case it works exactly as the server version (minus some features and limits) and you do have to attach the database and go through the rest of that exercise to make it work.

In the past I have written about this subject several times because it is kind of confusing, specially for those with some experience with SQL 2000.  In my previous posts I included a link to a document in the Microsoft's knowledge base where they explain the new User Instance business, you may want to search for that (I can't do it right now).  But at least, I can give you this link for everything SQL 2005 Express: http://www.microsoft.com/sql/editions/express/default.mspx.

Hope this helps.

Carlos