Hi,
SQL Server 2005 Express is supported on Windows XP SP2. Make sure that you have applied Service Pack on your Operating System. In addition, you could try to SQL Server 2005 Express Edition with Service Pack 4. The Service Pack may fix the issue.
Hardware and Software Requirements for Installing SQL Server 2005: http://msdn.microsoft.com/en-us/library/ms143506(v=SQL.90).aspx
Download SQL Server 2005 Express Edition with Service Pack 4: http://www.microsoft.com/en-us/download/details.aspx?id=184. Make sure the setup media is not corrupted.
If it is not work, please post the error messages in detail.
Regards,
James
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