SQL Server 2005: setup problem



Hello,
(sorry for my English...)
Could you help me please with installing SQL Servera 2005 Express
Edition. I downloaded files:

SQLEXPR.EXE - Microsoft SQL Server 2005 Express Edition
SSEUtilSetup.EXE - SQL Server Express Utility
SqlServer2K5_BOL_Dec2005.msi - Books Online December 2005

and I tried to run them sequentially. After installing SQLEXPR.EXE 
I had impression that I have little icons in Start menu (comparing to
my SQL Server 2000); I have a submenu:

Microsoft SQL Server 2005 / Configuration Tools
  SQL Server Configuration Manager
  SQL Server Error and Usage Reporting
  SQL Server Surface Area Configuration

I would like to have sth like Enterprise Manager (to see Northwind
database)  and Query Analyzer (to query Northwind).
So I decided to run SQLEXPR.EXE again: I see a report:

System Configuration Check
- WMI Service Requirement (Success)
	Messages
	* WMI Service Requirement
	* Check Passed
- MSXML Requirement (Success)
	Messages
	* MSXML Requirement
	* Check Passed
- Operating System Minimum Level Requirement (Success)
	Messages
	* Operating System Minimum Level Requirement
	* Check Passed
- Operating System Service Pack Level Requirement. (Success)
	Messages
	* Operating System Service Pack Level Requirement.
	* Check Passed
- SQL Server Edition Operating System Compatibility (Success)
	Messages
	* SQL Server Edition Operating System Compatibility
	* Check Passed
- Minimum Hardware Requirement (Success)
	Messages
	* Minimum Hardware Requirement
	* Check Passed
- Pending Reboot Requirement (Success)
	Messages
	* Pending Reboot Requirement
	* Check Passed
- Default Installation Path Permission Requirement (Success)
	Messages
	* Default Installation Path Permission Requirement
	* Check Passed
- Internet Explorer Requirement (Success)
	Messages
	* Internet Explorer Requirement
	* Check Passed
- COM Plus Catalog Requirement (Success)
	Messages
	* COM Plus Catalog Requirement
	* Check Passed
- ASP.Net Version Registration Requirement (Success)
	Messages
	* ASP.Net Version Registration Requirement
	* Check Passed
- Minimum MDAC Version Requirement (Success)
	Messages
	* Minimum MDAC Version Requirement
	* Check Passed

....and screen Feature Selection where I see Client Components not
checked. I decided to mark these components:

Client Components "Will be installed on local hard drive"
  Connectivitiy Compenents "Will be installed on local hard drive"
  Software Development Kit "Will be installed on local hard drive"

(I have free disk space); then I pressed "Next":
  
Named instance: SQLExpress

and "Next" again: on screen Existing compenents I see popup with a
message:

"None of selected features can be installed or upgraded. Setup cannot
proceed since no effective change is being made to the machine. (...)"

but I had marked Client Components!
Could you explain me please what I am doing wrong?
Thank you very much for your help!
(MP)
.