When you install SQL 20045 express be sure to set the Authentication mode to MIXED!
The only way to change this setting in a later stadium is changing the following key in the registry:
HKey_local_machine\software\microsoft\microsoft sql server\mssql.1\mssqlserver
the key "loginmode" must be set to the value "2"
This way you can connect to the server. If you select the default setting "Only Windows Authentication" you will not be able to connect to the server; not with a database manager nor from a website.