Consider the following scenario
Microsoft SQL Server 2005 Express Edition Service Pack 3 (File Name: SQLEXPR32.EXE)
Microsoft SQL Server 2005 Service Pack 3 (File Name: SQLServer2005SP3-KB955706-x86-ENU.exe)
You my still get a failed message persistently during the installation
Windows Vista systems running SQL server 2005 express editions
SQL server 2005 is not compatible with Windows vista.In order to run it successfully you need to upgrade to SQL server 2008.It is a fully compatible version with Vista and above
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