D'après Microsoft les versions de SQL supporté sont uniquement
Required SoftwareThe following software is required for an installation of Identity Integration Feature Pack:
* Microsoft® SQL Server™
o 2000, Enterprise Edition, Standard Edition, or Developer Edition, with Service Pack 3a (SP3a), or
o 2005, Enterprise Edition, Standard Edition, or Developer Edition (32-bit or 64-bit) (with Service Pack 1 recommended).
Donc SQL 2005 Express n'est pas supporté