If you run the SQL Express installer in order to create a new SQL server instance on a system where there is an existing SQL Express server instance, the installer may fail to run the package SqlRun_Tools.msi. An error may be reported.
This is Microsoft known issue.
Product and version
SQL Express 2005 SP2, uncompressed version (as shipped with Enterprise Console 4.0)
SQL Express 2005 SP3, compressed version (as shipped with Enterprise Console 4.1)
SQL Express 2005 SP3, uncompressed version.
What to do
The workaround is to run the installer again. This should fix the issue.
The initial installation creates a registry entry 'LastUsedSource' which points to the location of the SqlRun_Tools.msi package for that installation. This location has since disappeared, either because it was a temporary folder (uncompressed installer), or the third party installer cleaned up after completion. When a second installer specifies additional sub-components from the SqlRun_Tools.msi package to be added, the installer uses the registry entry to find the location of the package. This causes the installation to fail.