by default sql server authentication is disabled in express edition
you must enable it by this:
go to :
start
programs
microsoft sql server 2005 or 2008
sql server management studio
connect to your express edition with windows authentication
then it appears in right panel as object explorer
right click on server name
go to properties
in security tab select sql server authentication mode
you must also specify password for sa user this is sql server adiministrator
so go to security and logins, and enable this user too
remember you must restart sql server express after this changes