First you need to download SQL Express 2005 setup files, there can be done from microsoft homepage.

Then when you have download the setup files, you need to extract it, it can be done by typing:
SQLEXPR.EXE -x

It then ask you a location to put the extract files.

Then you can run this

SETUP.EXE /qb ADDLOCAL=SQL_Engine,SQL_Data_Files INSTANCENAME=”dalbjerg” SECURITYMODE=SQL SAPWD=”SAPassword” DISABLENETWORKPROTOCOLS=0

This will install the database name dalbjerg, and with sa password SAPassword.