Ok, the installation of Sql Server (Express) 2008 is not of the type "next-next-finish".

I first installed the Sql Server Express 2008 instance, and then I wanted to have the Management Studio. (not a very exotic scenario is it?!)

I ran the setup, and I selected the option to add new features to an existing instance. Makes sense, right? ..... guess again

In order to add the Management Studio to an existing instance, you have to perform a new installation.  *cough*

here are some common scenario's described