I have a clean install of Windows Server 2008 R2 updated with Windows Updates and joined to a domain.  I downloaded the Microsoft Web Platform installer and selected SQL Express during install.  I am not running the setup wizard after the installation successfully completed and I am getting an error at the database configuration screen (I have not changed any of the default database settings):

Select Database:
SQL Server 2005/2008 (Express) File
Server:.\SQLExpress

Filename: Database.mdf
Integrated Security checked, Run as DBOwner checked

When I click the Next button, I get the following error:
 .
Connection Error(s):
Index #: 0
Source: .Net SqlClient Data Provider
Class: 14
Number: 15382
Message:

Next
Previous
 

if you're running sql server instances then it needs to support that (see http://social.msdn.microsoft.com/Forums/en/sqlexpress/thread/b7e8aa1b-fb55-4e54-bbb1-bd3af32a7159 ) and your user needs to be an admin - if it's not an admin, you will need to create an empty database on the sql server instance and connect to it (i.e. not use an mdf connection)

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