I recently installed Visual Studio 2010 Beta on my Notebook computer with Vista Home Premium. SQLServer Express 2008 that comes with VS2010 Installation has only two tools.

• It has only Import and Export Data (32bit)
• SQL Server Configuration Manager

You could download the following:

SQLManagementStudio_x86_ENU

If you think you will be installing the Management Studio you will be fooled (this was probably created for the April 1 downloaders)

Here are the screen shots of what it really tried to install.
May be the following download may contain the Management Studio.

SQLEXPRADV_x86_ENU.exe (502.7 MB)
Brief description of the above lifted from Microsoft documentation to quote:

"Microsoft SQL Server 2008 Express with Advanced Services is a free, easy-to-use version of the SQL Server Express data platform that includes an advanced graphical management tool and powerful features for reporting and advanced text-based searches. This edition provides powerful and reliable data management tools and rich features, data protection, and fast performance. It is ideal for small server applications and local data stores."

Now back to the installations shots of the one that had the name but no tool:

What the program has is shown here

The SDK is greyed out and choosing any of these produces an exception. 

 
 
 
 
 
 
 
 
 
 
If you try to search for the SDK mentioned you will hit a hardwall.
 

Well done Microsoft.