Hi Alainbnn,
After I tired installing the same installation package you posted, I can see the Feature Selection dialog is presented allowing us to install
Management Tools basic and the SQL Client Connectivity SDK as below:

Please follow the steps:
1. If you run "SQLManagementStudio_x64_ENU.exe", you'll come across a "SQL Server Installation Center" window.
2. You normally click at the "Installation" tab on the left pane, and click "New SQL Server stand-alone installation or add features to an existing installation".
3. A "SQL Server 2008 Setup" installation window appears, and have the following steps included:
- Setup Support Rules
- Installation Type
- Product Key (depending on the type of installation type you selected)
- and so on...
4. Once you get to the "Installation Type" step of the installation, instead of adding a new feature to the existing SQL Instance (that I initially setup as SQLExpress), try the install new instance, or something to that effect.
5. Click next until you reach the "Feature Selection" step of the installation. There, select only the "Management Tools": Management Tools basic and the SQL Client Connectivity SDK.
More information about Step-by-Step: Installing SQL Server Management Studio 2008 Express after Visual Studio 2010:
http://blogs.msdn.com/b/bethmassi/archive/2011/02/18/step-by-step-installing-sql-server-management-studio-2008-express-after-visual-studio-2010.aspx
Could you please try to open the
SQL Server Management Studio Express (SSMSE) with the steps below?
Click Start>>Run>> Type
ssmsee.exe >>Press Enter.
If the
ssmsee.exe is not existed, please
you post the download link of SQL Server Express you installed. Also please provider the version information of the Operation System.
Regards, Amber zhang