I pulled up the first site (VS Web Express uses Web Sites vs. Web Applications), built it, and browsed to the site. I walked through the straightforward install wizard getting to the last step where the database scripts install. And it just scrolled the progress bar endlessly. I even let it run overnight. Nothing.
Finally, I bypassed the install wizard setting the UseInstallWizard to false within the web.config file.
Other than this hiccup, I'm impressed with the installation mechanism and functionality.