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Consuming the SQL Express 2008 Installation Package wrapper
The SQLExpress team realeased a wrapper, "a new utility (...) created to help customers who are installing SQL Express 2008 from the web".
This tool is a little download of about 605 kb (depending on the localization) that will complete the download and installation of all required pre-requisites for the desired SQLExpress 2008 instance, allowing to chose the edition to be installed as well as the localization of the bits.
In our case, modifying our local settings, the downloaded wrapper was localized in english language, named SQLEXPR32_x86_ENU_Bootstrapper.exe, while the default package for our regional settings (Italy) is about 473 kb and is named SQLEXPR32_x86_ITA_Bootstrapper.exe.
In order to test the scenario we used a Windows XP sp3 clean virtual machine, where no pre-requisite for SQL Server 2008 has been already installed.
Current goal: installing a complete SQLExpress 2008 with Advanced Services instance on the local machine.
Because of the nature of the installation, completely web based, we expect the
whole task to be obviously slower than installing SQLExpress from a local image package,
and is obviously related to your band width; after all, SQLExpress installer is
about 514 mb and DotNet Framework 3.5 sp1 (if required) is about 237 mb :) .
After executing the wrapper, we are prompted with the initial license agreement

A little download is performed

in order to install the DotNet Framework at 3.5 sp1 level

this is a web install and obviously requires some time.
After the DotNet Framework 3.5 sp1 has been installed, the SQLExpress installer wrapper is chained and requests you to confirm it's execution

that results in an additional download with permissions confirmation

Finally the user interface of the wrapper is shown, allowing you to customize the installation as required

Prerequisites depending on the instance edition are downloaded, as well as the real SQLExpress installation package

After a wait (depending on your bandwidth) the first prerequisite's installation
is again chained

and a system reboot is required... please remember to log in next time under the same account you now are using to continue the installation..

Soon after the required reboot, installation is resumed and the second missing pre-requisite (PowerShell) is installed

thus resulting in all pre-requisites installed, so that the installation of SQLExpress can now proceed

and finally the SQL Server 2008 Setup is executed, but the wrapper is still executing.

Once terminated, SQLExpress with Advanced Services has been installed, as long as all the required components.

as indicated by the available application in the Program folder.

We can now configure the instance as desired via SQL Server Configuration Manager and the facets management in SQL Server Management Studio Basic.
Related:installing, upgrading and uninstalling SQLExpress 2008 instances.
Installing SQL Server Management Studio Express.
Installing SQL Server 2008 service pack 1 on SQL Server Express 2008.
Installing additional features to a SQL Server instance already updated to service pack 1.
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