If you have been using SQL Server 2005 express you will no doubt have noticed the lack of any backup options in SQL Web Studio Express or an SQLAgent, which is a big issue as you should be keeping backups of your databases.
Thankfully there is a solution using the expressmaint utility and windows scheduled tasks, and I found this handy article on how to use this solution to overcome this limitation of SQL Server 2005 express.
Now I just need to find a solution for the lack of import/export facilities, which I think is a major exclusion from the Web Studio Express and really limits its usefulness.
If you need the import/export capabilities, install the "Microsoft SQL Server 2005 Express Edition Toolkit SP2". It's also a free download from Microsoft listed on the same page where you download 2005 express.
Once that it's installed, you can look at the comparable location on your machine for the following file: C:\Program Files\Microsoft SQL Server\90\DTS\Binn\DTSWizard.exe
I believe it's part of the "Business Intelligence Development Studio" so you should be able to install just that part to get it. Otherwise, install the whole thing and it should give you the feature.