SQL Server error

Connections to SQL Server Files (*.mdf) require SQL Server Express 2005 to function properly. Please verify the installation of the component or download from the URl: http:go.microsoft.com/fwlink/?linkID=49251.

1. Open the “Add or Remove Programs” from the control panel.

2. Select “Microsoft SQL Server 2005” or “…ServerExperss 2005” and click on the Change button

3. On the “Microsoft SQL Server 2005 Maintenance” window you will see the

SQL Server 2005 instances:

: Database Engine

4. Copy the of your database engine.

5. Cancel and get out of the “Microsoft SQL Server 2005” or “…ServerExperss 2005”

6. Close the “Add or Remove Programs” window.

Open Microsoft Visual Studio

1. Select Tools-Options-Database Tools-Data Connections

2. Enter the copied earlier into the “SQL Server Instance Name” field.

3. Click OK

OR I actually download the sql server 2005 sp3 from the website provided and install it, then ok.

After that, error still occurs:
Failed to generate a user instance of SQL Server due to a failure in starting the process for the user instance

Delete C:\Documents and Settings\USERNAME\Local Settings\Application Data\Microsoft\Microsoft SQL Server Data\SQLEXPRESS.