Networking protocols are disabled by default in SQL Server Express. The error message you will get when trying to connect from SQL Native Client will look like this
“An error has occurred while establishing a connection to the server when connecting to SQL server 2005, this failure may be caused by the fact that under default settings SQL server does not allow remote connection. ( provider: Named Pipes Provider, error: 40 - could not open a connection to SQL server. )”
The solution to this is to enable remove connectivity on SQL Express; see the following link for info on how to do this.