I was having some problems getting SQL express management studio tools to load. I needed to allow remote access to the database – I had already started the SQL agent service, so here was the next step.

Unfortunately I was getting an error:
The following error has occurred:
Another version of Microsoft Visual Studio 2008 has been detected on this system that must be updated to SP1. Please update all Visual Studio 2008 installations to SP1 level, by visiting Microsoft Update.

Microsoft Update did nothing for my needs. Apparently citrix installs some libraries (C++) for visual studio 2008 and they need to be updated. So you can either uninstall citrix and install the express management studio first, or you can:
Open the Registry on XenApp machine using Start > Run > Regedit
Browse for HKEY_LOCAL_MACHINE\SOFTWARE\Wow6432Node\Microsoft\DevDiv\VS
Rename this key to VS_1 or something similar
Install the SQL database and management tools
Rename the HKEY_LOCAL_MACHINE\SOFTWARE\Wow6432Node\Microsoft\DevDiv\VS_1 to HKEY_LOCAL_MACHINE\SOFTWARE\Wow6432Node\Microsoft\DevDiv\VS
Reboot.
Go to Start > All programs > Microsoft SQL Server 2008 > SQL Server Management Studio and connect to your database instance as shown below

I also had this issue:
The tools were not in the list of items to be installed
1. Download and run the SSME installer from http://www.microsoft.com/downloads/details.aspx?familyid=08e52ac2-1d62-45f6-9a4a-4b76a8564a2b&displaylang=en
2. Click Installation on the left side of the the wizard.
3. Select “New SQL Server stand-alone installation or add features to an existing installation”. Click OK.
4. On the Setup Support Files page, select Install.
5. On the Setup Support Rules page, click Next (the Windows Firewall warning is ok).
6. On the Installation Type page of the wizard, select “Perform a new installation of SQL Server 2008”, then click Next. (I realize that this is counter-intuitive, but if you select “Add features to an existing instance of SQL Server 2008”, you will be met with a greyed out pre-selected option to install the SQL Client Connectivity SDK, and you will not even see an option to install “Management Tools – Basic”.) You will see that SQLEXPRESS is recognized as an installed instance.
7. The Product Key screen is all greyed out with the “Specify a free edition” selected. Click Next.
8. Agree to the License Terms as usual. Click Next.
9. On the Feature Selection page, you will FINALLY have a blank checkbox next to “Management Tools – Basic”. Put a check in that box. SQL Client Connectivity SDK is selected and greyed out by default; so is the install location. Click Next.
10. Click Next on the Disk Space Requirements screen.
11. Check both boxes to send error info to Microsoft if you wish. I usually do so that they can make the product better. 🙂 Click Next.
12. Click Next on Installation Rules page if your system passed.
13. Click Install on the Ready to Install page.
14. Hopefully you will see a “Management Tools – Basic Success” message on the Installation Progress page of the wizard. Click Next.
15. You should see a “Your SQL Server 2008 installation completed successfully” message on the Complete page. Click Close.

Clean up later