Let me ask this. Do you meet all the requirements listed on the download page?
Step 1: Download and install Microsoft .Net Framework 3.5 SP1.
Step 2 Download and install Windows Installer 4.5.
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Step 3 Download and install Windows PowerShell 1.0.
Did you do those 3 steps? If not this could very well be why the installer of Express with Advanced Options is not working for you.