When you choose Default Instance option in the SQL Server 2008 Express Edition install process, you still get the named instance SQLEXPRESS:
This is a bug of SQL Server 2008 Express Edition. Please see Selecting the "Default Instance" option in SQL Server 2008 Express RTM has no effect. As a workaround, you can select the option to install a named instance and enter MSSQLSERVER as the instance name.
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