First, if you have a prerelease build of .Net Framework 2.0 installed on your machine you need to uninstall it. There is no way around this.
Second, in order to install SQL Server Express, you need to first install the released version of .Net Framework.
So yes, you need to uninstall and then install to install SQL Server Express. The key information is you're uninstalling prerelease builds and installing the final release build.
I hope this clears up the confusion.
Cheers,
Dan