When installing SQL Server Express 2005, you may get an error saying something like:
An installation package for the product Microsoft SQL Server Native Client cannot be found. Try the installation again using a valid copy of the installation package 'sqlncli.msi'.
Irritatingly, it only says this after the installation file has already extracted, installed support files, checked the system, checked pre-reqs, initialised main installation, prompted you for config and installed a bunch of things (which it then rolls back). It's 5-10 mins until you get the error and there's no 'retry'.
Anyway, at least it's easy to fix :) I read a couple of articles on Microsoft and MSDN Forums which weren't THAT helpful. They seem to contain too much info. I found that I could fix the error by doing this (note - I was installing on a box which already had full SQL2000 installed... it might well not work if you are installing 'clean')
Extract the SQL Express MSI to a temp folder. (SQLEXPR32.EXE /X:TEMPFOLDER). Then find the "SQLNCLI.MSI" file that it extracted into the 'Setup' folder. Run it, and when prompted, choose to Repair the installation. Now re-run the SQL Express installation, and it should work fine!