The only difference is the default keyboard layout and default regions and the way the computer does dates (11/24/2010 vs 24/11/2010) but I may be wrong.
I think it was only when 7 came out and the whole antitrust thing that they actually made any major changes. Which was allowing UK users to choose their default browser during installation.
As far as I know there should be no compatibility issues with the express versions of MS SQL 2005/2008.
I looked online a little as well and did not see any info stating otherwise.
Express is free just install it and see what happens worse comes to worse it wont install...