I work with multiple database servers: Oracle, SQL Server and MySQL.  I like to keep copies of the free versions, Oracle XE, SQL Server 2008 Express, SQL Server 2005 Express and MySQL on seperate VMWare machines at home for testing and experimentation.  You learn quickly that installed database servers on your base machine at home can get complicated (and may also slow you machine down if mutiple instances of servers are running on your desktop at home).  VMWare may seem a little expensive, but keeping your base machine clean is well worth the $200 cost.

I recently installed the full version of SQL Server 2008 Express edition and I discovered something that is not really obvious in the documentation.  You need to set up a service account to run your SQL Server services before you begin installation.  Setting this account up before you install, will ensure that your installation goes smoothly.  I've now had to uninstall and reinstall SQL Server 2008 twice on two different VMWare machines -- slow learner am I.