Do not have instance of SQL Express 2005 installed

I am attempting to install SQL Express 2005 on a laptop that already has MS Sql Server installed.

I downloaded the SQLEXPR_TOOLKIT.EXE from Microsoft's website and let it go through its installation routine accepting all the default answers.

When I open SQL Server Management Studio Express, I can only connect to the SQL 2000 instance. I have issued the 'SELECT @.@.VERSION' command, and When I try to connect to the instance COMPUTERNAME\SQLEXPRESS, the following error message is displayed:
Cannot connect to YOUR-F8A010A9D0\SQLEXPRESS.
An error has occurred while establishing a connection to the server. When connecting to SQL Server 2005, this failure my be caused by the fact that under the default settings SQL Server does not allow remote connections. (provider: SQL Network Interfaces, error: 26 - Error locating Server/Instance Specified) (Microsoft SQL Server)

When I go to remove SQL Express 2005 using the add/remove programs, there is a check box that says
"Remove SQL Server 2005 instance components"
and in the box underneath where it lists all the instances it says: "No instances have been installed"

How do I create an instance for SQL Server 2005?

Thank you
SusanYou go to the incorrect location to install SQL Express. Instead, you choose to install tools only. Please go to the directory ...\SQLEXPR\setup.exe. Note, if .NET Framework is still not installed on the machine, you need to install it first.